+190.4%
PDD vs BTI
+105.7%
+84.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -7.6% | -3.2% | -4.4% | -6.9% |
| 30D | -5.4% | +9.7% | -15.1% | -7.5% |
| 3M | -12.9% | +11.1% | -24.0% | -15.2% |
| 6M | -19.0% | -1.2% | -17.8% | -19.1% |
| YTD | -31.6% | +12.7% | -44.3% | -34.2% |
| 1Y | -43.0% | +15.8% | -58.8% | -45.6% |
| 3Y | -28.9% | +148.9% | -177.8% | -46.6% |
| 5Y | -18.4% | +151.9% | -170.3% | -37.4% |
| All | +190.4% | +105.7% | +84.7% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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