+198.7%
PDD vs PBF
+111.3%
+87.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -3.3% |
| 7D | -4.1% | +2.4% | -6.5% | -4.4% |
| 30D | -13.1% | +24.9% | -38.0% | -15.3% |
| 3M | -3.5% | +81.9% | -85.3% | -10.1% |
| 6M | -21.8% | +79.4% | -101.2% | -27.7% |
| YTD | -29.7% | +188.3% | -218.0% | -38.8% |
| 1Y | -36.2% | +177.3% | -213.5% | -44.6% |
| 3Y | -16.4% | +56.0% | -72.4% | -24.5% |
| 5Y | -23.8% | +804.0% | -827.9% | -44.6% |
| All | +198.7% | +111.3% | +87.4% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PBF 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling