-22.5%
PDD vs PTC
+32.2%
-54.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +5.6% | -0.2% | +5.9% | +5.7% |
| 30D | +5.8% | +0.8% | +5.0% | +5.6% |
| 3M | -8.6% | +32.1% | -40.7% | -13.5% |
| 6M | -18.8% | +42.6% | -61.5% | -24.9% |
| YTD | -26.8% | +12.0% | -38.7% | -29.3% |
| 1Y | -39.3% | +12.2% | -51.4% | -41.4% |
| 3Y | -22.5% | +31.2% | -53.7% | -27.1% |
| All | -22.5% | +32.2% | -54.7% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling