-29.0%
PDD vs PBF
+78.4%
-107.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.6% | -2.0% |
| 7D | -7.6% | +3.8% | -11.4% | -7.9% |
| 30D | -5.4% | -22.2% | +16.8% | -3.7% |
| 3M | -12.9% | +1.3% | -14.2% | -13.7% |
| 6M | -19.0% | +69.0% | -88.0% | -24.3% |
| YTD | -31.6% | +166.5% | -198.1% | -41.8% |
| 1Y | -43.0% | +88.1% | -131.1% | -48.6% |
| All | -29.0% | +78.4% | -107.4% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling