-18.4%
PDD vs BP
+112.5%
-130.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.3% |
| 7D | -7.6% | +2.5% | -10.2% | -8.5% |
| 30D | -5.4% | -5.6% | +0.2% | -3.9% |
| 3M | -12.9% | +8.0% | -21.0% | -16.3% |
| 6M | -19.0% | +5.7% | -24.7% | -21.9% |
| YTD | -31.6% | +36.8% | -68.5% | -42.5% |
| 1Y | -43.0% | +30.7% | -73.7% | -51.1% |
| 3Y | -28.9% | +51.6% | -80.5% | -44.6% |
| 5Y | -18.4% | +112.2% | -130.6% | -51.2% |
| All | -18.4% | +112.5% | -130.9% | -51.2% |
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