+198.7%
PDD vs BWA
+93.9%
+104.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.3% |
| 7D | -4.1% | +4.3% | -8.4% | -5.7% |
| 30D | -13.1% | -2.9% | -10.2% | -12.3% |
| 3M | -3.5% | -12.4% | +8.9% | +0.8% |
| 6M | -21.8% | +28.6% | -50.3% | -30.9% |
| YTD | -29.7% | +48.2% | -77.9% | -42.7% |
| 1Y | -36.2% | +50.9% | -87.1% | -48.7% |
| 3Y | -16.4% | +72.2% | -88.5% | -38.5% |
| 5Y | -23.8% | +91.1% | -114.9% | -47.4% |
| All | +198.7% | +93.9% | +104.8% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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