-33.6%
PDD vs BURL
-9.5%
-24.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.3% |
| 7D | -4.1% | -2.8% | -1.3% | -3.7% |
| 30D | -9.6% | -28.2% | +18.6% | -4.9% |
| 3M | -4.3% | -17.6% | +13.3% | -1.5% |
| 6M | -18.8% | -11.8% | -7.0% | -17.1% |
| YTD | -27.5% | -8.1% | -19.4% | -26.2% |
| 1Y | -33.6% | -12.0% | -21.7% | -33.3% |
| All | -33.6% | -9.5% | -24.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling