-0.3%
PDD vs BTI
+155.8%
-156.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | 0.0% |
| 7D | +5.6% | -1.0% | +6.6% | +6.0% |
| 30D | +5.8% | +13.0% | -7.2% | +1.7% |
| 3M | -8.6% | +5.3% | -13.9% | -10.3% |
| 6M | -18.8% | +5.3% | -24.2% | -20.9% |
| YTD | -26.8% | +12.4% | -39.2% | -30.6% |
| 1Y | -39.3% | +18.9% | -58.2% | -43.8% |
| 3Y | -22.5% | +144.0% | -166.5% | -52.3% |
| All | -0.3% | +155.8% | -156.1% | -49.1% |
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