-36.2%
PDD vs BP
+38.1%
-74.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -2.8% |
| 7D | -4.1% | +0.9% | -5.0% | -4.0% |
| 30D | -13.1% | +9.1% | -22.2% | -12.6% |
| 3M | -3.5% | +3.9% | -7.4% | -2.6% |
| 6M | -21.8% | +13.6% | -35.4% | -22.1% |
| YTD | -29.7% | +34.0% | -63.7% | -30.8% |
| 1Y | -36.2% | +39.2% | -75.4% | -37.8% |
| All | -36.2% | +38.1% | -74.3% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling