-23.7%
PDD vs BTI
+115.0%
-138.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | -4.1% | -1.4% | -2.7% | -3.6% |
| 30D | -9.6% | -6.6% | -3.0% | -7.7% |
| 3M | -4.3% | -3.0% | -1.3% | -4.1% |
| 6M | -18.8% | -6.7% | -12.1% | -17.7% |
| YTD | -27.5% | +0.6% | -28.1% | -28.8% |
| 1Y | -33.6% | +5.6% | -39.2% | -36.2% |
| 3Y | -20.4% | +110.3% | -130.7% | -47.8% |
| All | -23.7% | +115.0% | -138.7% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling