-13.6%
PDD vs BUD
+51.6%
-65.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.2% |
| 7D | -4.9% | +1.0% | -5.9% | -5.5% |
| 30D | -3.0% | +6.7% | -9.7% | -6.7% |
| 3M | -6.2% | +5.7% | -11.9% | -9.5% |
| 6M | -20.7% | +5.8% | -26.5% | -24.3% |
| YTD | -30.4% | +34.4% | -64.8% | -43.8% |
| 1Y | -41.3% | +33.3% | -74.5% | -52.4% |
| 3Y | -27.7% | +48.8% | -76.5% | -48.9% |
| All | -13.6% | +51.6% | -65.2% | -42.7% |
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