+214.4%
PDD vs TAP
-18.0%
+232.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.4% |
| 7D | +5.9% | +7.7% | -1.8% | +5.0% |
| 30D | +7.1% | +14.4% | -7.3% | +5.4% |
| 3M | -7.7% | +2.0% | -9.7% | -8.0% |
| 6M | -13.2% | +2.5% | -15.7% | -13.6% |
| YTD | -26.0% | -6.4% | -19.5% | -25.8% |
| 1Y | -38.4% | -2.3% | -36.1% | -38.6% |
| 3Y | -21.1% | -20.3% | -0.8% | -19.7% |
| 5Y | +0.3% | +6.9% | -6.6% | -1.0% |
| All | +214.4% | -18.0% | +232.5% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling