+211.0%
PDD vs BP
+58.7%
+152.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +5.6% | -11.6% | +17.3% | +8.9% |
| 30D | +5.8% | 0.0% | +5.7% | +5.4% |
| 3M | -8.6% | +6.7% | -15.3% | -10.8% |
| 6M | -18.8% | +2.2% | -21.0% | -20.1% |
| YTD | -26.8% | +33.0% | -59.8% | -34.0% |
| 1Y | -39.3% | +30.7% | -70.0% | -45.1% |
| 3Y | -22.5% | +44.2% | -66.7% | -32.6% |
| 5Y | -0.8% | +105.1% | -105.9% | -21.1% |
| All | +211.0% | +58.7% | +152.3% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling