+191.4%
PDD vs BNY
+282.4%
-91.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -5.4% | -1.3% | -4.0% | -4.9% |
| 30D | -12.6% | -0.2% | -12.4% | -12.6% |
| 3M | -4.3% | +14.9% | -19.2% | -9.2% |
| 6M | -24.4% | +40.0% | -64.4% | -33.2% |
| YTD | -31.4% | +42.0% | -73.4% | -39.8% |
| 1Y | -38.1% | +56.9% | -95.0% | -47.6% |
| 3Y | -20.1% | +289.9% | -310.0% | -51.9% |
| 5Y | -25.0% | +259.2% | -284.2% | -53.4% |
| All | +191.4% | +282.4% | -91.0% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling