-22.5%
PDD vs BWA
+51.7%
-74.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.6% |
| 7D | +5.6% | -5.5% | +11.1% | +6.7% |
| 30D | +5.8% | -21.7% | +27.5% | +10.9% |
| 3M | -8.6% | -25.6% | +17.0% | -3.4% |
| 6M | -18.8% | -17.4% | -1.4% | -17.6% |
| YTD | -26.8% | +9.2% | -36.0% | -32.9% |
| 1Y | -39.3% | +9.7% | -49.0% | -44.5% |
| 3Y | -22.5% | +54.6% | -77.1% | -37.5% |
| All | -22.5% | +51.7% | -74.2% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling