+194.4%
PDD vs BR
+62.0%
+132.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -4.4% | -5.0% | +0.6% | -2.3% |
| 30D | -15.5% | -2.5% | -13.0% | -14.7% |
| 3M | -4.1% | +13.5% | -17.5% | -9.7% |
| 6M | -23.4% | -9.4% | -14.0% | -20.7% |
| YTD | -30.7% | -23.3% | -7.4% | -22.9% |
| 1Y | -37.6% | -31.6% | -6.0% | -26.9% |
| 3Y | -17.5% | -5.1% | -12.5% | -20.1% |
| 5Y | -24.6% | +8.2% | -32.8% | -34.0% |
| All | +194.4% | +62.0% | +132.4% | +112.5% |
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