+191.5%
PDD vs PBR
+536.1%
-344.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.4% |
| 7D | -4.6% | +4.2% | -8.9% | -5.4% |
| 30D | -14.0% | +22.7% | -36.7% | -17.4% |
| 3M | -4.9% | +21.5% | -26.4% | -8.7% |
| 6M | -25.8% | +24.0% | -49.8% | -29.5% |
| YTD | -31.4% | +88.2% | -119.6% | -40.3% |
| 1Y | -37.6% | +74.8% | -112.4% | -44.9% |
| 3Y | -18.4% | +105.1% | -123.5% | -31.5% |
| 5Y | -25.0% | +572.2% | -597.2% | -50.9% |
| All | +191.5% | +536.1% | -344.6% | +125.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling