+201.5%
PDD vs BTI
+102.5%
+99.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.7% |
| 7D | -1.4% | -2.9% | +1.5% | -0.7% |
| 30D | -1.0% | +8.3% | -9.3% | -3.0% |
| 3M | -12.3% | +2.9% | -15.2% | -13.0% |
| 6M | -18.5% | +6.2% | -24.7% | -20.2% |
| YTD | -29.0% | +10.9% | -39.9% | -31.4% |
| 1Y | -40.7% | +16.6% | -57.3% | -43.5% |
| 3Y | -25.7% | +142.2% | -167.9% | -43.7% |
| 5Y | -3.3% | +151.3% | -154.6% | -25.7% |
| All | +201.5% | +102.5% | +99.0% | +126.5% |
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