+207.9%
PDD vs TDY
+184.2%
+23.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.5% |
| 7D | -4.1% | -1.8% | -2.2% | -3.4% |
| 30D | -9.6% | -10.7% | +1.1% | -5.6% |
| 3M | -4.3% | -1.3% | -3.0% | -4.3% |
| 6M | -18.8% | -10.6% | -8.2% | -15.7% |
| YTD | -27.5% | +19.6% | -47.1% | -33.3% |
| 1Y | -33.6% | +11.6% | -45.3% | -37.4% |
| 3Y | -20.4% | +45.2% | -65.6% | -34.5% |
| 5Y | -19.6% | +36.1% | -55.6% | -32.5% |
| All | +207.9% | +184.2% | +23.7% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling