-18.4%
PDD vs BUD
+50.1%
-68.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | -7.6% | -1.6% | -6.1% | -6.9% |
| 30D | -5.4% | +6.7% | -12.1% | -9.0% |
| 3M | -12.9% | +5.9% | -18.8% | -16.1% |
| 6M | -19.0% | +5.1% | -24.1% | -22.4% |
| YTD | -31.6% | +32.9% | -64.5% | -44.4% |
| 1Y | -43.0% | +31.8% | -74.8% | -53.5% |
| 3Y | -28.9% | +47.4% | -76.3% | -49.4% |
| 5Y | -18.4% | +50.8% | -69.2% | -45.9% |
| All | -18.4% | +50.1% | -68.5% | -45.9% |
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