+194.4%
PDD vs BTI
+80.2%
+114.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -4.4% | -2.4% | -2.0% | -3.9% |
| 30D | -15.5% | -4.8% | -10.7% | -14.5% |
| 3M | -4.1% | -8.1% | +4.1% | -2.4% |
| 6M | -23.4% | -4.2% | -19.2% | -23.1% |
| YTD | -30.7% | -1.3% | -29.4% | -31.1% |
| 1Y | -37.6% | +2.1% | -39.8% | -38.6% |
| 3Y | -17.5% | +108.9% | -126.5% | -35.2% |
| 5Y | -24.6% | +114.5% | -139.1% | -39.9% |
| All | +194.4% | +80.2% | +114.2% | +127.7% |
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