-10.5%
PDD vs BTDR
+23.8%
-34.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.6% |
| 7D | -4.1% | +20.0% | -24.0% | -4.7% |
| 30D | -9.6% | +11.9% | -21.5% | -10.2% |
| 3M | -4.3% | -36.9% | +32.7% | -3.1% |
| 6M | -18.8% | +56.5% | -75.3% | -21.0% |
| YTD | -27.5% | +10.4% | -37.9% | -28.8% |
| 1Y | -33.6% | +3.1% | -36.7% | -35.1% |
| 3Y | -20.4% | -2.6% | -17.8% | -26.2% |
| 5Y | -19.6% | +25.2% | -44.8% | -27.3% |
| All | -10.5% | +23.8% | -34.3% | -18.6% |
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