+190.4%
PDD vs BP
+63.3%
+127.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.2% |
| 7D | -7.6% | +2.5% | -10.2% | -8.3% |
| 30D | -5.4% | -5.6% | +0.2% | -4.3% |
| 3M | -12.9% | +8.0% | -21.0% | -15.2% |
| 6M | -19.0% | +5.7% | -24.7% | -21.0% |
| YTD | -31.6% | +36.8% | -68.5% | -38.8% |
| 1Y | -43.0% | +30.7% | -73.7% | -48.4% |
| 3Y | -28.9% | +51.6% | -80.5% | -39.0% |
| 5Y | -18.4% | +112.2% | -130.6% | -35.6% |
| All | +190.4% | +63.3% | +127.1% | +182.9% |
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