-14.9%
PDD vs BP
+108.0%
-122.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | -3.8% | -0.8% | -3.1% | -3.6% |
| 30D | -2.4% | -3.1% | +0.8% | -1.7% |
| 3M | -12.7% | +6.2% | -18.9% | -15.5% |
| 6M | -20.0% | +4.8% | -24.8% | -22.7% |
| YTD | -30.3% | +35.2% | -65.5% | -41.1% |
| 1Y | -42.4% | +27.4% | -69.8% | -50.0% |
| 3Y | -27.5% | +49.8% | -77.3% | -43.3% |
| 5Y | -14.9% | +109.4% | -124.3% | -48.7% |
| All | -14.9% | +108.0% | -122.9% | -48.7% |
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