+197.4%
PDD vs TAP
-22.4%
+219.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -1.0% | -4.5% | +3.6% | -0.4% |
| 30D | -2.4% | +7.5% | -9.9% | -3.2% |
| 3M | -14.6% | -4.9% | -9.7% | -14.2% |
| 6M | -19.6% | -3.5% | -16.1% | -19.4% |
| YTD | -30.0% | -11.4% | -18.6% | -29.3% |
| 1Y | -42.5% | -10.8% | -31.7% | -42.1% |
| 3Y | -27.2% | -24.5% | -2.7% | -25.4% |
| 5Y | -8.2% | +2.5% | -10.7% | -8.9% |
| All | +197.4% | -22.4% | +219.8% | +165.9% |
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