+197.4%
PDD vs BP
+58.9%
+138.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -1.0% | -6.3% | +5.4% | +0.7% |
| 30D | -2.4% | -3.6% | +1.2% | -1.8% |
| 3M | -14.6% | +5.2% | -19.9% | -16.3% |
| 6M | -19.6% | +5.3% | -24.9% | -21.6% |
| YTD | -30.0% | +33.1% | -63.1% | -36.9% |
| 1Y | -42.5% | +26.3% | -68.8% | -47.4% |
| 3Y | -27.2% | +47.5% | -74.7% | -37.1% |
| 5Y | -8.2% | +106.2% | -114.4% | -27.1% |
| All | +197.4% | +58.9% | +138.5% | +191.8% |
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