+201.5%
PDD vs PBF
+91.4%
+110.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.4% | -6.4% | -3.4% |
| 7D | -1.4% | -7.4% | +5.9% | -0.8% |
| 30D | -1.0% | -17.5% | +16.4% | +0.6% |
| 3M | -12.3% | +13.1% | -25.4% | -14.1% |
| 6M | -18.5% | +72.6% | -91.1% | -24.2% |
| YTD | -29.0% | +161.2% | -190.2% | -38.0% |
| 1Y | -40.7% | +93.3% | -134.0% | -46.4% |
| 3Y | -25.7% | +80.7% | -106.4% | -34.3% |
| 5Y | -3.3% | +396.1% | -399.4% | -25.4% |
| All | +201.5% | +91.4% | +110.1% | +278.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling