+101.8%
PDD vs TE
-79.9%
+181.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.5% | +5.6% | -1.1% |
| 7D | -7.6% | -13.6% | +5.9% | -6.3% |
| 30D | -5.4% | -37.7% | +32.3% | -1.2% |
| 3M | -12.9% | -59.8% | +46.9% | -5.2% |
| 6M | -19.0% | -66.3% | +47.3% | -13.3% |
| YTD | -31.6% | -70.5% | +38.9% | -27.9% |
| 1Y | -43.0% | -48.8% | +5.8% | -45.0% |
| 3Y | -28.9% | +31.3% | -60.2% | -53.1% |
| 5Y | -18.4% | -82.0% | +63.7% | -16.6% |
| All | +101.8% | -79.9% | +181.7% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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