-9.6%
PDD vs BTDR
-39.9%
+30.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +13.3% | -14.4% | -1.5% |
| 7D | +5.6% | -10.4% | +16.0% | +5.8% |
| 30D | +5.8% | -42.2% | +47.9% | +7.6% |
| 3M | -8.6% | -42.8% | +34.2% | -7.3% |
| 6M | -18.8% | -60.2% | +41.3% | -17.0% |
| YTD | -26.8% | -46.3% | +19.6% | -26.5% |
| 1Y | -39.3% | -71.7% | +32.4% | -37.9% |
| 3Y | -22.5% | +54.6% | -77.1% | -26.7% |
| 5Y | -0.8% | -39.5% | +38.8% | -8.1% |
| All | -9.6% | -39.9% | +30.2% | -15.9% |
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 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