+201.5%
PDD vs TD
+192.9%
+8.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.7% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | -1.0% | +7.9% | -9.0% | -4.4% |
| 3M | -12.3% | +3.1% | -15.4% | -13.8% |
| 6M | -18.5% | +17.2% | -35.7% | -24.8% |
| YTD | -29.0% | +34.7% | -63.8% | -38.4% |
| 1Y | -40.7% | +56.9% | -97.6% | -52.0% |
| 3Y | -25.7% | +134.7% | -160.4% | -50.5% |
| 5Y | -3.3% | +104.8% | -108.1% | -30.6% |
| All | +201.5% | +192.9% | +8.6% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling