+191.4%
PDD vs BRO
+141.6%
+49.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.4% | -7.3% | +2.0% | -3.3% |
| 30D | -12.6% | -6.9% | -5.8% | -10.9% |
| 3M | -4.3% | +10.7% | -15.0% | -7.3% |
| 6M | -24.4% | -2.7% | -21.7% | -24.3% |
| YTD | -31.4% | -16.3% | -15.1% | -28.3% |
| 1Y | -38.1% | -29.1% | -9.0% | -32.1% |
| 3Y | -20.1% | -7.8% | -12.3% | -22.9% |
| 5Y | -25.0% | +18.7% | -43.7% | -36.5% |
| All | +191.4% | +141.6% | +49.8% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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