-13.6%
PDD vs PTC
+60.7%
-74.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -4.9% | +0.5% | -5.4% | -5.1% |
| 30D | -3.0% | +1.2% | -4.3% | -3.6% |
| 3M | -6.2% | +27.4% | -33.5% | -17.3% |
| 6M | -20.7% | +39.2% | -59.9% | -34.0% |
| YTD | -30.4% | +12.5% | -42.9% | -35.5% |
| 1Y | -41.3% | +12.3% | -53.5% | -45.6% |
| 3Y | -27.7% | +28.8% | -56.5% | -45.7% |
| All | -13.6% | +60.7% | -74.2% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling