-18.4%
PDD vs PBF
+441.3%
-459.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.1% |
| 7D | -7.6% | +4.3% | -11.9% | -8.1% |
| 30D | -5.4% | -21.8% | +16.4% | -3.3% |
| 3M | -12.9% | +1.7% | -14.7% | -13.8% |
| 6M | -19.0% | +69.8% | -88.8% | -25.0% |
| YTD | -31.6% | +167.7% | -199.4% | -41.8% |
| 1Y | -43.0% | +89.0% | -132.0% | -49.0% |
| 3Y | -28.9% | +78.8% | -107.7% | -38.7% |
| 5Y | -18.4% | +415.4% | -433.8% | -43.1% |
| All | -18.4% | +441.3% | -459.7% | -43.1% |
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