-21.6%
PDD vs BURL
+89.8%
-111.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.6% |
| 7D | +5.9% | +3.5% | +2.4% | +5.3% |
| 30D | +7.1% | -9.3% | +16.4% | +8.5% |
| 3M | -7.7% | -32.1% | +24.4% | -2.7% |
| 6M | -13.2% | -19.8% | +6.6% | -10.9% |
| YTD | -26.0% | -13.2% | -12.8% | -24.8% |
| 1Y | -38.4% | -7.8% | -30.6% | -38.1% |
| All | -21.6% | +89.8% | -111.4% | -20.9% |
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