-13.6%
PDD vs BTDR
-35.9%
+22.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.7% | -1.3% |
| 7D | -1.0% | -7.4% | +6.4% | -0.8% |
| 30D | -2.4% | -33.4% | +31.0% | -1.2% |
| 3M | -14.6% | -26.3% | +11.7% | -14.1% |
| 6M | -19.6% | -52.4% | +32.8% | -18.4% |
| YTD | -30.0% | -42.8% | +12.8% | -29.8% |
| 1Y | -42.5% | -63.7% | +21.2% | -41.7% |
| 3Y | -27.2% | +61.5% | -88.6% | -31.3% |
| 5Y | -8.2% | -35.6% | +27.4% | -15.2% |
| All | -13.6% | -35.9% | +22.3% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling