+190.4%
PDD vs BWA
+49.2%
+141.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | -7.6% | +7.3% | -14.9% | -10.2% |
| 30D | -5.4% | -15.8% | +10.4% | +0.4% |
| 3M | -12.9% | -25.7% | +12.8% | -3.5% |
| 6M | -19.0% | -19.6% | +0.6% | -14.4% |
| YTD | -31.6% | +14.1% | -45.7% | -39.0% |
| 1Y | -43.0% | +12.2% | -55.2% | -48.9% |
| 3Y | -28.9% | +63.8% | -92.7% | -47.8% |
| 5Y | -18.4% | +28.7% | -47.1% | -35.4% |
| All | +190.4% | +49.2% | +141.2% | +112.3% |
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