+195.8%
PDD vs TAP
-20.7%
+216.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.4% | +1.5% |
| 7D | -4.9% | +1.3% | -6.2% | -5.0% |
| 30D | -3.0% | +5.7% | -8.8% | -3.7% |
| 3M | -6.2% | -1.9% | -4.3% | -6.1% |
| 6M | -20.7% | +0.9% | -21.7% | -21.0% |
| YTD | -30.4% | -9.5% | -20.8% | -29.9% |
| 1Y | -41.3% | -9.0% | -32.3% | -41.0% |
| 3Y | -27.7% | -22.2% | -5.5% | -26.2% |
| 5Y | -16.9% | +1.2% | -18.1% | -17.6% |
| All | +195.8% | -20.7% | +216.5% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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