-14.1%
PDD vs BTDR
-44.0%
+29.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.6% | +10.5% | +2.1% |
| 7D | -4.9% | -6.9% | +2.0% | -4.7% |
| 30D | -3.0% | -31.5% | +28.5% | -2.1% |
| 3M | -6.2% | -36.1% | +29.9% | -5.2% |
| 6M | -20.7% | -57.6% | +36.9% | -19.3% |
| YTD | -30.4% | -50.0% | +19.7% | -30.0% |
| 1Y | -41.3% | -49.6% | +8.3% | -41.0% |
| 3Y | -27.7% | +48.5% | -76.2% | -31.5% |
| 5Y | -16.9% | -43.8% | +27.0% | -22.8% |
| All | -14.1% | -44.0% | +29.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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