+214.4%
PDD vs BP
+59.3%
+155.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.7% |
| 7D | +5.9% | -11.2% | +17.1% | +9.1% |
| 30D | +7.1% | -0.7% | +7.8% | +6.9% |
| 3M | -7.7% | +9.8% | -17.5% | -10.6% |
| 6M | -13.2% | -1.6% | -11.7% | -13.8% |
| YTD | -26.0% | +33.5% | -59.5% | -33.3% |
| 1Y | -38.4% | +31.7% | -70.2% | -44.4% |
| 3Y | -21.1% | +45.1% | -66.3% | -31.5% |
| 5Y | +0.3% | +105.9% | -105.6% | -20.3% |
| All | +214.4% | +59.3% | +155.1% | +208.3% |
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