+194.4%
PDD vs PBR
+522.8%
-328.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -4.4% | +0.3% | -4.8% | -4.5% |
| 30D | -15.5% | +17.5% | -33.0% | -18.1% |
| 3M | -4.1% | +20.9% | -24.9% | -7.8% |
| 6M | -23.4% | +20.2% | -43.7% | -26.8% |
| YTD | -30.7% | +84.3% | -115.0% | -39.4% |
| 1Y | -37.6% | +77.1% | -114.7% | -45.2% |
| 3Y | -17.5% | +100.8% | -118.4% | -30.5% |
| 5Y | -24.6% | +556.1% | -580.7% | -50.5% |
| All | +194.4% | +522.8% | -328.3% | +128.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling