-14.9%
PDD vs TD
+128.3%
-143.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | -9.6% | +0.4% | -10.0% | -9.8% |
| 3M | -4.3% | +7.6% | -11.9% | -7.0% |
| 6M | -18.8% | +25.0% | -43.8% | -25.5% |
| YTD | -27.5% | +31.0% | -58.5% | -34.5% |
| 1Y | -33.6% | +65.2% | -98.8% | -44.3% |
| All | -14.9% | +128.3% | -143.3% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling