-13.6%
PDD vs PBR
+459.2%
-472.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.6% |
| 7D | -4.9% | -1.0% | -3.9% | -4.7% |
| 30D | -3.0% | -29.3% | +26.3% | +2.7% |
| 3M | -6.2% | +5.5% | -11.7% | -8.1% |
| 6M | -20.7% | -2.9% | -17.8% | -21.3% |
| YTD | -30.4% | +61.5% | -91.8% | -39.0% |
| 1Y | -41.3% | +46.9% | -88.1% | -47.4% |
| 3Y | -27.7% | +66.4% | -94.1% | -38.6% |
| All | -13.6% | +459.2% | -472.8% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling