+214.4%
PDD vs PTC
+97.6%
+116.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +5.9% | -0.1% | +6.0% | +5.9% |
| 30D | +7.1% | +0.8% | +6.3% | +6.7% |
| 3M | -7.7% | +39.6% | -47.3% | -23.8% |
| 6M | -13.2% | +41.5% | -54.7% | -29.8% |
| YTD | -26.0% | +11.7% | -37.7% | -32.8% |
| 1Y | -38.4% | +2.4% | -40.9% | -41.8% |
| 3Y | -21.1% | +31.9% | -53.0% | -39.1% |
| 5Y | +0.3% | +54.5% | -54.2% | -30.0% |
| All | +214.4% | +97.6% | +116.8% | +110.5% |
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