-38.6%
PDD vs PBR
+74.7%
-113.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.0% | +9.4% | +1.9% |
| 7D | +6.0% | -11.0% | +17.0% | +5.2% |
| 30D | +5.5% | -18.8% | +24.2% | +4.3% |
| 3M | -9.8% | +7.8% | -17.6% | -8.1% |
| 6M | -16.0% | -7.6% | -8.4% | -15.7% |
| YTD | -27.6% | +72.7% | -100.2% | -24.2% |
| 1Y | -38.6% | +72.9% | -111.6% | -36.4% |
| All | -38.6% | +74.7% | -113.3% | -36.4% |
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