-23.7%
PDD vs PBF
+772.7%
-796.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -4.1% | +4.3% | -8.4% | -4.5% |
| 30D | -9.6% | +22.0% | -31.6% | -11.8% |
| 3M | -4.3% | +74.5% | -78.8% | -11.1% |
| 6M | -18.8% | +67.7% | -86.4% | -25.0% |
| YTD | -27.5% | +179.2% | -206.7% | -38.3% |
| 1Y | -33.6% | +170.0% | -203.6% | -43.7% |
| 3Y | -20.4% | +66.4% | -86.8% | -30.5% |
| All | -23.7% | +772.7% | -796.3% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling