+207.9%
PDD vs PTC
+43.2%
+164.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +3.7% |
| 7D | -4.1% | -10.3% | +6.2% | +1.1% |
| 30D | -9.6% | +1.1% | -10.7% | -10.8% |
| 3M | -4.3% | +1.6% | -5.9% | -6.7% |
| 6M | -18.8% | -13.5% | -5.3% | -14.5% |
| YTD | -27.5% | -19.1% | -8.4% | -21.3% |
| 1Y | -33.6% | -33.9% | +0.2% | -20.3% |
| 3Y | -20.4% | -3.9% | -16.5% | -27.0% |
| 5Y | -19.6% | +6.0% | -25.6% | -31.2% |
| All | +207.9% | +43.2% | +164.7% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling