-38.1%
PDD vs PBR
+74.3%
-112.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | -0.1% |
| 7D | -5.4% | +5.4% | -10.7% | -5.0% |
| 30D | -12.6% | +22.9% | -35.5% | -11.3% |
| 3M | -4.3% | +19.6% | -23.9% | -2.9% |
| 6M | -24.4% | +16.5% | -40.9% | -24.4% |
| YTD | -31.4% | +86.7% | -118.0% | -33.3% |
| 1Y | -38.1% | +74.7% | -112.8% | -39.6% |
| All | -38.1% | +74.3% | -112.4% | -39.6% |
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