-14.9%
PDD vs BR
-1.3%
-13.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.2% |
| 7D | -4.1% | -5.3% | +1.2% | -3.2% |
| 30D | -9.6% | +6.4% | -16.0% | -10.6% |
| 3M | -4.3% | +13.6% | -17.9% | -6.6% |
| 6M | -18.8% | -6.7% | -12.1% | -18.5% |
| YTD | -27.5% | -21.1% | -6.4% | -25.0% |
| 1Y | -33.6% | -29.6% | -4.1% | -29.7% |
| All | -14.9% | -1.3% | -13.6% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling