-16.4%
PDD vs BTG
+101.2%
-117.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.6% |
| 7D | -4.1% | +4.8% | -8.9% | -4.7% |
| 30D | -13.1% | +8.3% | -21.4% | -14.1% |
| 3M | -3.5% | +32.3% | -35.8% | -7.6% |
| 6M | -21.8% | +3.0% | -24.7% | -22.9% |
| YTD | -29.7% | +21.9% | -51.6% | -32.3% |
| 1Y | -36.2% | +28.2% | -64.4% | -39.5% |
| 3Y | -16.4% | +99.9% | -116.2% | -26.3% |
| All | -16.4% | +101.2% | -117.6% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling