+195.8%
PDD vs BR
+85.5%
+110.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.6% |
| 7D | -4.9% | +1.1% | -6.0% | -5.3% |
| 30D | -3.0% | +14.4% | -17.4% | -8.6% |
| 3M | -6.2% | +12.4% | -18.6% | -11.1% |
| 6M | -20.7% | +35.4% | -56.2% | -31.1% |
| YTD | -30.4% | -12.2% | -18.2% | -27.1% |
| 1Y | -41.3% | -12.7% | -28.5% | -38.4% |
| 3Y | -27.7% | +14.3% | -42.0% | -35.7% |
| 5Y | -16.9% | +19.3% | -36.2% | -30.0% |
| All | +195.8% | +85.5% | +110.3% | +101.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling