-16.4%
PDD vs BTDR
+8.5%
-24.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -3.1% |
| 7D | -4.1% | +22.4% | -26.5% | -5.0% |
| 30D | -13.1% | +16.5% | -29.5% | -13.9% |
| 3M | -3.5% | -31.5% | +28.0% | -2.4% |
| 6M | -21.8% | +74.0% | -95.8% | -24.7% |
| YTD | -29.7% | +13.0% | -42.7% | -31.3% |
| 1Y | -36.2% | -0.2% | -36.0% | -37.8% |
| 3Y | -16.4% | +9.9% | -26.2% | -26.0% |
| All | -16.4% | +8.5% | -24.8% | -26.0% |
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