+207.9%
PDD vs BR
+66.6%
+141.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +2.2% |
| 7D | -4.1% | -5.3% | +1.2% | -1.8% |
| 30D | -9.6% | +6.4% | -16.0% | -12.2% |
| 3M | -4.3% | +13.6% | -17.9% | -10.0% |
| 6M | -18.8% | -6.7% | -12.1% | -17.1% |
| YTD | -27.5% | -21.1% | -6.4% | -20.4% |
| 1Y | -33.6% | -29.6% | -4.1% | -23.3% |
| 3Y | -20.4% | -2.4% | -18.0% | -23.9% |
| 5Y | -19.6% | +11.2% | -30.8% | -30.5% |
| All | +207.9% | +66.6% | +141.3% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling