-22.5%
PDD vs PBF
+59.0%
-81.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.4% | +1.6% |
| 7D | +5.6% | -13.8% | +19.4% | +6.7% |
| 30D | +5.8% | -19.6% | +25.4% | +7.3% |
| 3M | -8.6% | +10.3% | -18.9% | -10.3% |
| 6M | -18.8% | +63.4% | -82.3% | -24.0% |
| YTD | -26.8% | +152.6% | -179.4% | -37.4% |
| 1Y | -39.3% | +87.4% | -126.6% | -45.5% |
| 3Y | -22.5% | +63.3% | -85.8% | -31.8% |
| All | -22.5% | +59.0% | -81.5% | -31.8% |
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