-23.8%
PDD vs BTDR
+28.1%
-52.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -3.1% |
| 7D | -4.1% | +22.4% | -26.5% | -4.9% |
| 30D | -13.1% | +16.5% | -29.5% | -13.8% |
| 3M | -3.5% | -31.5% | +28.0% | -2.6% |
| 6M | -21.8% | +74.0% | -95.8% | -24.3% |
| YTD | -29.7% | +13.0% | -42.7% | -31.0% |
| 1Y | -36.2% | -0.2% | -36.0% | -37.5% |
| 3Y | -16.4% | +9.9% | -26.2% | -22.5% |
| 5Y | -23.8% | +28.1% | -52.0% | -31.9% |
| All | -23.8% | +28.1% | -52.0% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling