+211.0%
PDD vs BURL
+60.8%
+150.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +5.6% | +4.1% | +1.5% | +4.6% |
| 30D | +5.8% | -9.5% | +15.2% | +8.0% |
| 3M | -8.6% | -33.5% | +24.9% | -0.5% |
| 6M | -18.8% | -22.1% | +3.2% | -15.0% |
| YTD | -26.8% | -14.6% | -12.2% | -25.0% |
| 1Y | -39.3% | -8.4% | -30.9% | -39.1% |
| 3Y | -22.5% | +86.6% | -109.1% | -36.7% |
| 5Y | -0.8% | -17.2% | +16.4% | -6.2% |
| All | +211.0% | +60.8% | +150.2% | +112.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling