-22.5%
PDD vs TD
+129.3%
-151.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +5.6% | -1.7% | +7.3% | +6.0% |
| 30D | +5.8% | +8.2% | -2.5% | +3.3% |
| 3M | -8.6% | +1.7% | -10.3% | -9.3% |
| 6M | -18.8% | +14.2% | -33.1% | -23.2% |
| YTD | -26.8% | +32.8% | -59.5% | -34.6% |
| 1Y | -39.3% | +55.5% | -94.8% | -48.5% |
| 3Y | -22.5% | +129.6% | -152.1% | -42.7% |
| All | -22.5% | +129.3% | -151.8% | -42.7% |
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