-18.8%
PDD vs PBR
+24.8%
-43.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.4% |
| 7D | -4.1% | +8.6% | -12.6% | -2.8% |
| 30D | -9.6% | +12.8% | -22.4% | -7.9% |
| 3M | -4.3% | +14.7% | -18.9% | -2.0% |
| 6M | -18.8% | +25.2% | -43.9% | -18.6% |
| All | -18.8% | +24.8% | -43.6% | -18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling