+201.5%
PDD vs BP
+58.9%
+142.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 7D | -1.4% | -6.9% | +5.4% | +0.3% |
| 30D | -1.0% | -3.6% | +2.5% | -0.4% |
| 3M | -12.3% | +8.4% | -20.7% | -14.7% |
| 6M | -18.5% | +5.3% | -23.8% | -20.5% |
| YTD | -29.0% | +33.2% | -62.2% | -36.0% |
| 1Y | -40.7% | +28.2% | -68.9% | -46.0% |
| 3Y | -25.7% | +49.2% | -74.9% | -36.0% |
| 5Y | -3.3% | +102.9% | -106.2% | -22.9% |
| All | +201.5% | +58.9% | +142.6% | +195.9% |
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