-22.5%
PDD vs BTDR
+47.8%
-70.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +13.3% | -14.4% | -1.7% |
| 7D | +5.6% | -10.4% | +16.0% | +5.9% |
| 30D | +5.8% | -42.2% | +47.9% | +8.0% |
| 3M | -8.6% | -42.8% | +34.2% | -7.0% |
| 6M | -18.8% | -60.2% | +41.3% | -16.6% |
| YTD | -26.8% | -46.3% | +19.6% | -26.5% |
| 1Y | -39.3% | -71.7% | +32.4% | -37.5% |
| 3Y | -22.5% | +54.6% | -77.1% | -30.8% |
| All | -22.5% | +47.8% | -70.3% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling