-13.6%
PDD vs BROS
-43.5%
+29.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.6% | +0.8% |
| 7D | -4.9% | +6.3% | -11.2% | -5.9% |
| 30D | -3.0% | -8.3% | +5.3% | -2.4% |
| 3M | -6.2% | -29.8% | +23.6% | -1.4% |
| 6M | -20.7% | -25.8% | +5.1% | -18.4% |
| YTD | -30.4% | -41.4% | +11.0% | -25.8% |
| 1Y | -41.3% | -35.2% | -6.1% | -38.7% |
| 3Y | -27.7% | +32.8% | -60.5% | -41.0% |
| All | -13.6% | -43.5% | +29.9% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling