+195.8%
PDD vs TDY
+199.6%
-3.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -4.9% | +4.1% | -9.0% | -6.4% |
| 30D | -3.0% | +5.7% | -8.8% | -5.6% |
| 3M | -6.2% | -4.4% | -1.7% | -5.1% |
| 6M | -20.7% | +1.2% | -21.9% | -22.0% |
| YTD | -30.4% | +26.0% | -56.4% | -37.5% |
| 1Y | -41.3% | +27.4% | -68.6% | -47.6% |
| 3Y | -27.7% | +67.5% | -95.2% | -44.4% |
| 5Y | -16.9% | +44.9% | -61.7% | -32.2% |
| All | +195.8% | +199.6% | -3.8% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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