-25.0%
PDD vs BRO
+17.6%
-42.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.6% | -8.6% | +3.9% | -2.8% |
| 30D | -14.0% | -6.9% | -7.1% | -12.7% |
| 3M | -4.9% | +10.5% | -15.3% | -6.9% |
| 6M | -25.8% | -2.8% | -23.0% | -25.5% |
| YTD | -31.4% | -16.1% | -15.2% | -28.9% |
| 1Y | -37.6% | -27.6% | -10.0% | -33.1% |
| 3Y | -18.4% | -7.3% | -11.1% | -22.6% |
| 5Y | -25.0% | +19.0% | -44.0% | -41.3% |
| All | -25.0% | +17.6% | -42.6% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling