+198.7%
PDD vs BRO
+148.8%
+49.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -1.7% |
| 7D | -4.1% | -5.4% | +1.3% | -2.6% |
| 30D | -13.1% | -4.3% | -8.8% | -12.1% |
| 3M | -3.5% | +17.8% | -21.3% | -8.1% |
| 6M | -21.8% | -6.8% | -15.0% | -20.7% |
| YTD | -29.7% | -13.8% | -15.9% | -27.1% |
| 1Y | -36.2% | -27.8% | -8.4% | -30.4% |
| 3Y | -16.4% | -4.7% | -11.7% | -20.1% |
| 5Y | -23.8% | +20.6% | -44.5% | -35.7% |
| All | +198.7% | +148.8% | +49.9% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling