-27.7%
PDD vs TDY
+68.3%
-96.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | -4.9% | +4.1% | -9.0% | -5.3% |
| 30D | -3.0% | +5.7% | -8.8% | -3.8% |
| 3M | -6.2% | -4.4% | -1.7% | -5.7% |
| 6M | -20.7% | +1.2% | -21.9% | -21.0% |
| YTD | -30.4% | +26.0% | -56.4% | -32.2% |
| 1Y | -41.3% | +27.4% | -68.6% | -42.9% |
| 3Y | -27.7% | +67.5% | -95.2% | -21.3% |
| All | -27.7% | +68.3% | -96.0% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling