-21.9%
PDD vs BROS
+3.7%
-25.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.4% |
| 7D | -7.6% | -2.5% | -5.2% | -7.4% |
| 30D | -5.4% | -11.2% | +5.8% | -4.5% |
| 3M | -12.9% | -33.9% | +21.0% | -8.5% |
| 6M | -19.0% | -33.5% | +14.5% | -15.7% |
| YTD | -31.6% | -44.9% | +13.3% | -27.2% |
| 1Y | -43.0% | -41.5% | -1.5% | -40.0% |
| 3Y | -28.9% | +22.4% | -51.3% | -37.8% |
| 5Y | -18.4% | -45.7% | +27.3% | -24.3% |
| All | -21.9% | +3.7% | -25.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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