+207.9%
PDD vs BNY
+287.2%
-79.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.1% | +1.4% | -5.5% | -4.5% |
| 30D | -9.6% | +3.8% | -13.4% | -10.9% |
| 3M | -4.3% | +14.9% | -19.2% | -9.2% |
| 6M | -18.8% | +40.3% | -59.1% | -28.3% |
| YTD | -27.5% | +43.8% | -71.3% | -36.6% |
| 1Y | -33.6% | +58.9% | -92.5% | -44.1% |
| 3Y | -20.4% | +290.4% | -310.8% | -52.1% |
| 5Y | -19.6% | +250.1% | -269.7% | -49.9% |
| All | +207.9% | +287.2% | -79.3% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling