+195.9%
PDD vs PBF
+91.9%
+104.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -1.1% |
| 7D | -3.8% | -4.0% | +0.2% | -3.5% |
| 30D | -2.4% | -18.0% | +15.6% | -0.7% |
| 3M | -12.7% | +0.9% | -13.6% | -13.5% |
| 6M | -20.0% | +65.7% | -85.7% | -25.3% |
| YTD | -30.3% | +161.9% | -192.2% | -39.1% |
| 1Y | -42.4% | +77.8% | -120.2% | -47.4% |
| 3Y | -27.5% | +74.9% | -102.4% | -35.7% |
| 5Y | -14.9% | +423.4% | -438.3% | -34.7% |
| All | +195.9% | +91.9% | +104.0% | +271.3% |
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