-42.4%
PDD vs BROS
-38.0%
-4.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -3.8% | -20.4% | +16.6% | -2.7% |
| 30D | -2.4% | -6.1% | +3.7% | -2.5% |
| 3M | -12.7% | -29.4% | +16.7% | -10.9% |
| 6M | -20.0% | -31.5% | +11.5% | -18.9% |
| YTD | -30.3% | -42.8% | +12.5% | -28.8% |
| 1Y | -42.4% | -37.5% | -4.9% | -41.8% |
| All | -42.4% | -38.0% | -4.4% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling