-23.3%
PDD vs BURL
+95.5%
-118.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.7% | -5.2% | +1.3% |
| 7D | +6.0% | +10.4% | -4.4% | +4.5% |
| 30D | +5.5% | -4.9% | +10.4% | +6.1% |
| 3M | -9.8% | -29.8% | +20.0% | -5.3% |
| 6M | -16.0% | -16.5% | +0.5% | -14.2% |
| YTD | -27.6% | -10.5% | -17.0% | -26.7% |
| 1Y | -38.6% | -5.3% | -33.3% | -38.5% |
| All | -23.3% | +95.5% | -118.9% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling