+195.8%
PDD vs BP
+64.7%
+131.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | -4.9% | +3.8% | -8.7% | -5.8% |
| 30D | -3.0% | -5.3% | +2.3% | -1.9% |
| 3M | -6.2% | +9.3% | -15.4% | -8.9% |
| 6M | -20.7% | +7.2% | -27.9% | -23.0% |
| YTD | -30.4% | +38.0% | -68.4% | -37.8% |
| 1Y | -41.3% | +33.2% | -74.5% | -47.1% |
| 3Y | -27.7% | +50.3% | -78.0% | -37.8% |
| 5Y | -16.9% | +114.1% | -131.0% | -34.6% |
| All | +195.8% | +64.7% | +131.0% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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