+191.4%
PDD vs BRKR
+76.6%
+114.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.4% | -8.7% | +3.3% | -2.9% |
| 30D | -12.6% | -9.9% | -2.8% | -10.1% |
| 3M | -4.3% | -3.1% | -1.2% | -5.8% |
| 6M | -24.4% | +45.5% | -69.9% | -36.4% |
| YTD | -31.4% | +13.7% | -45.1% | -37.5% |
| 1Y | -38.1% | +67.4% | -105.5% | -51.5% |
| 3Y | -20.1% | -13.2% | -6.9% | -27.5% |
| 5Y | -25.0% | -39.5% | +14.5% | -22.2% |
| All | +191.4% | +76.6% | +114.8% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling