-33.6%
PDD vs PBR
+70.4%
-104.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.6% |
| 7D | -4.1% | +8.6% | -12.6% | -3.5% |
| 30D | -9.6% | +12.8% | -22.4% | -8.8% |
| 3M | -4.3% | +14.7% | -18.9% | -3.2% |
| 6M | -18.8% | +25.2% | -43.9% | -19.5% |
| YTD | -27.5% | +77.1% | -104.6% | -29.1% |
| 1Y | -33.6% | +69.6% | -103.2% | -35.5% |
| All | -33.6% | +70.4% | -104.0% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling