+191.5%
PDD vs TDG
+308.1%
-116.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -4.6% | -2.7% | -2.0% | -3.9% |
| 30D | -14.0% | -9.3% | -4.7% | -11.7% |
| 3M | -4.9% | -7.1% | +2.2% | -3.3% |
| 6M | -25.8% | -11.2% | -14.6% | -23.7% |
| YTD | -31.4% | -15.3% | -16.1% | -28.7% |
| 1Y | -37.6% | -12.5% | -25.1% | -35.9% |
| 3Y | -18.4% | +51.2% | -69.6% | -30.5% |
| 5Y | -25.0% | +126.1% | -151.1% | -43.2% |
| All | +191.5% | +308.1% | -116.5% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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