-20.1%
PDD vs BRKR
-11.8%
-8.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.4% | -8.7% | +3.3% | -4.8% |
| 30D | -12.6% | -9.9% | -2.8% | -12.1% |
| 3M | -4.3% | -3.1% | -1.2% | -4.6% |
| 6M | -24.4% | +45.5% | -69.9% | -27.8% |
| YTD | -31.4% | +13.7% | -45.1% | -33.2% |
| 1Y | -38.1% | +67.4% | -105.5% | -41.3% |
| 3Y | -20.1% | -13.2% | -6.9% | -24.2% |
| All | -20.1% | -11.8% | -8.3% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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