-16.4%
PDD vs PBR
+98.1%
-114.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -3.4% |
| 7D | -4.1% | +2.5% | -6.6% | -4.4% |
| 30D | -13.1% | +19.4% | -32.5% | -14.8% |
| 3M | -3.5% | +20.8% | -24.3% | -5.7% |
| 6M | -21.8% | +23.5% | -45.3% | -24.8% |
| YTD | -29.7% | +83.4% | -113.1% | -37.4% |
| 1Y | -36.2% | +77.6% | -113.8% | -43.0% |
| 3Y | -16.4% | +99.9% | -116.2% | -29.9% |
| All | -16.4% | +98.1% | -114.4% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling