+211.0%
PDD vs PTC
+98.1%
+112.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +5.6% | -0.2% | +5.9% | +5.7% |
| 30D | +5.8% | +0.8% | +5.0% | +5.4% |
| 3M | -8.6% | +32.1% | -40.7% | -22.3% |
| 6M | -18.8% | +42.6% | -61.5% | -34.6% |
| YTD | -26.8% | +12.0% | -38.7% | -33.6% |
| 1Y | -39.3% | +12.2% | -51.4% | -45.1% |
| 3Y | -22.5% | +31.2% | -53.7% | -39.9% |
| 5Y | -0.8% | +54.9% | -55.7% | -30.9% |
| All | +211.0% | +98.1% | +112.9% | +108.0% |
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