-39.3%
PDD vs BP
+31.5%
-70.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.2% |
| 7D | +5.6% | -11.6% | +17.3% | +3.9% |
| 30D | +5.8% | 0.0% | +5.7% | +5.6% |
| 3M | -8.6% | +6.7% | -15.3% | -8.2% |
| 6M | -18.8% | +2.2% | -21.0% | -18.5% |
| YTD | -26.8% | +33.0% | -59.8% | -26.5% |
| 1Y | -39.3% | +30.7% | -70.0% | -39.1% |
| All | -39.3% | +31.5% | -70.8% | -39.1% |
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