-43.0%
PDD vs BP
+30.8%
-73.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -1.7% |
| 7D | -7.6% | +2.5% | -10.2% | -7.3% |
| 30D | -5.4% | -5.6% | +0.2% | -6.1% |
| 3M | -12.9% | +8.0% | -21.0% | -12.3% |
| 6M | -19.0% | +5.7% | -24.7% | -18.2% |
| YTD | -31.6% | +36.8% | -68.5% | -30.8% |
| 1Y | -43.0% | +30.7% | -73.7% | -42.8% |
| All | -43.0% | +30.8% | -73.8% | -42.8% |
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