+211.0%
PDD vs PBF
+85.1%
+125.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | +5.6% | -13.8% | +19.4% | +7.1% |
| 30D | +5.8% | -19.6% | +25.4% | +7.8% |
| 3M | -8.6% | +10.3% | -18.9% | -10.3% |
| 6M | -18.8% | +63.4% | -82.3% | -24.1% |
| YTD | -26.8% | +152.6% | -179.4% | -35.8% |
| 1Y | -39.3% | +87.4% | -126.6% | -45.0% |
| 3Y | -22.5% | +63.3% | -85.8% | -30.7% |
| 5Y | -0.8% | +412.5% | -413.2% | -23.7% |
| All | +211.0% | +85.1% | +125.9% | +291.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling