-25.0%
PDD vs BNY
+250.1%
-275.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.6% | -1.1% | -3.6% | -4.1% |
| 30D | -14.0% | +1.4% | -15.4% | -14.8% |
| 3M | -4.9% | +16.8% | -21.7% | -13.5% |
| 6M | -25.8% | +42.0% | -67.8% | -39.8% |
| YTD | -31.4% | +41.9% | -73.3% | -44.6% |
| 1Y | -37.6% | +59.2% | -96.8% | -53.1% |
| 3Y | -18.4% | +290.9% | -309.3% | -67.8% |
| 5Y | -25.0% | +259.0% | -284.0% | -66.7% |
| All | -25.0% | +250.1% | -275.1% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling