-24.6%
PDD vs TDY
+33.5%
-58.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | -4.4% | -1.8% | -2.6% | -3.7% |
| 30D | -15.5% | -13.8% | -1.7% | -10.3% |
| 3M | -4.1% | -3.9% | -0.2% | -3.0% |
| 6M | -23.4% | -9.0% | -14.4% | -20.9% |
| YTD | -30.7% | +16.5% | -47.2% | -36.1% |
| 1Y | -37.6% | +9.3% | -46.9% | -41.1% |
| 3Y | -17.5% | +45.1% | -62.6% | -35.2% |
| 5Y | -24.6% | +35.0% | -59.6% | -38.8% |
| All | -24.6% | +33.5% | -58.1% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling