-23.7%
PDD vs BUD
+46.3%
-70.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -4.1% | +0.3% | -4.3% | -4.2% |
| 30D | -9.6% | -5.7% | -3.9% | -6.7% |
| 3M | -4.3% | +3.1% | -7.4% | -6.8% |
| 6M | -18.8% | +7.9% | -26.6% | -23.6% |
| YTD | -27.5% | +27.3% | -54.8% | -39.1% |
| 1Y | -33.6% | +37.8% | -71.4% | -47.3% |
| 3Y | -20.4% | +49.8% | -70.3% | -44.2% |
| All | -23.7% | +46.3% | -70.0% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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