+201.5%
PDD vs PTC
+98.9%
+102.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.2% |
| 7D | -1.4% | +0.8% | -2.2% | -1.8% |
| 30D | -1.0% | +0.7% | -1.8% | -1.4% |
| 3M | -12.3% | +32.6% | -44.9% | -25.6% |
| 6M | -18.5% | +33.6% | -52.1% | -31.9% |
| YTD | -29.0% | +12.4% | -41.4% | -35.7% |
| 1Y | -40.7% | +11.2% | -51.9% | -46.1% |
| 3Y | -25.7% | +31.7% | -57.4% | -42.5% |
| 5Y | -3.3% | +60.1% | -63.4% | -33.7% |
| All | +201.5% | +98.9% | +102.6% | +101.2% |
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