+207.9%
PDD vs BTI
+83.6%
+124.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | -4.1% | -1.4% | -2.7% | -3.7% |
| 30D | -9.6% | -6.6% | -3.0% | -8.2% |
| 3M | -4.3% | -3.0% | -1.3% | -4.0% |
| 6M | -18.8% | -6.7% | -12.1% | -17.9% |
| YTD | -27.5% | +0.6% | -28.1% | -28.2% |
| 1Y | -33.6% | +5.6% | -39.2% | -35.2% |
| 3Y | -20.4% | +110.3% | -130.7% | -37.4% |
| 5Y | -19.6% | +114.3% | -133.9% | -36.0% |
| All | +207.9% | +83.6% | +124.3% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling