+207.9%
PDD vs BWA
+97.6%
+110.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | -0.3% |
| 7D | -4.1% | +5.7% | -9.7% | -6.1% |
| 30D | -9.6% | +1.4% | -11.0% | -10.3% |
| 3M | -4.3% | -12.1% | +7.8% | -0.3% |
| 6M | -18.8% | +28.6% | -47.3% | -28.2% |
| YTD | -27.5% | +51.1% | -78.6% | -41.4% |
| 1Y | -33.6% | +55.9% | -89.5% | -47.3% |
| 3Y | -20.4% | +70.1% | -90.5% | -41.1% |
| 5Y | -19.6% | +90.7% | -110.3% | -44.5% |
| All | +207.9% | +97.6% | +110.3% | +104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling