-24.6%
PDD vs TDG
+131.7%
-156.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.7% |
| 7D | -4.4% | -2.4% | -2.0% | -3.4% |
| 30D | -15.5% | -8.0% | -7.5% | -12.6% |
| 3M | -4.1% | -10.5% | +6.4% | -0.2% |
| 6M | -23.4% | -11.9% | -11.5% | -20.1% |
| YTD | -30.7% | -15.4% | -15.3% | -26.8% |
| 1Y | -37.6% | -14.2% | -23.4% | -34.8% |
| 3Y | -17.5% | +51.0% | -68.6% | -42.6% |
| 5Y | -24.6% | +126.5% | -151.1% | -61.1% |
| All | -24.6% | +131.7% | -156.3% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling