-38.6%
PDD vs BR
-14.2%
-24.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +2.0% |
| 7D | +6.0% | +7.0% | -0.9% | +5.1% |
| 30D | +5.5% | +19.0% | -13.5% | +3.2% |
| 3M | -9.8% | +13.1% | -22.8% | -11.3% |
| 6M | -16.0% | +24.6% | -40.6% | -18.7% |
| YTD | -27.6% | -13.6% | -13.9% | -32.4% |
| 1Y | -38.6% | -13.1% | -25.5% | -42.3% |
| All | -38.6% | -14.2% | -24.4% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling