+197.4%
PDD vs PTC
+99.6%
+97.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -1.0% | +1.3% | -2.2% | -1.5% |
| 30D | -2.4% | +1.1% | -3.5% | -2.9% |
| 3M | -14.6% | +30.1% | -44.8% | -26.9% |
| 6M | -19.6% | +34.0% | -53.6% | -32.9% |
| YTD | -30.0% | +12.8% | -42.8% | -36.7% |
| 1Y | -42.5% | +10.7% | -53.3% | -47.6% |
| 3Y | -27.2% | +29.6% | -56.8% | -43.1% |
| 5Y | -8.2% | +63.5% | -71.8% | -37.7% |
| All | +197.4% | +99.6% | +97.8% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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