+195.8%
PDD vs BTG
+147.9%
+47.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | -4.9% | -9.1% | +4.2% | -3.5% |
| 30D | -3.0% | -1.6% | -1.4% | -3.1% |
| 3M | -6.2% | -2.8% | -3.4% | -6.4% |
| 6M | -20.7% | -7.6% | -13.1% | -20.7% |
| YTD | -30.4% | +10.2% | -40.6% | -33.1% |
| 1Y | -41.3% | +21.3% | -62.5% | -44.6% |
| 3Y | -27.7% | +82.7% | -110.4% | -38.8% |
| 5Y | -16.9% | +30.8% | -47.7% | -26.8% |
| All | +195.8% | +147.9% | +47.8% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling