-25.0%
PDD vs BTG
+75.0%
-100.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.4% |
| 7D | -4.6% | -5.5% | +0.8% | -3.5% |
| 30D | -14.0% | +6.1% | -20.1% | -15.2% |
| 3M | -4.9% | +38.6% | -43.5% | -12.2% |
| 6M | -25.8% | +0.7% | -26.4% | -27.0% |
| YTD | -31.4% | +20.3% | -51.7% | -35.8% |
| 1Y | -37.6% | +25.0% | -62.6% | -42.9% |
| 3Y | -18.4% | +97.3% | -115.7% | -37.0% |
| 5Y | -25.0% | +78.3% | -103.3% | -40.4% |
| All | -25.0% | +75.0% | -100.0% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling