-23.7%
PDD vs BP
+128.1%
-151.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -4.1% | +3.9% | -8.0% | -5.5% |
| 30D | -9.6% | +7.6% | -17.2% | -12.2% |
| 3M | -4.3% | +0.7% | -5.0% | -5.1% |
| 6M | -18.8% | +15.5% | -34.2% | -25.0% |
| YTD | -27.5% | +30.8% | -58.3% | -37.3% |
| 1Y | -33.6% | +34.3% | -67.9% | -43.6% |
| 3Y | -20.4% | +35.1% | -55.5% | -33.9% |
| All | -23.7% | +128.1% | -151.8% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling