+107.6%
PDD vs TE
-48.3%
+155.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.0% | -13.0% | -4.1% |
| 7D | -4.1% | +18.2% | -22.3% | -6.0% |
| 30D | -13.1% | -13.5% | +0.4% | -12.1% |
| 3M | -3.5% | -44.6% | +41.1% | +1.2% |
| 6M | -21.8% | -24.7% | +2.9% | -23.4% |
| YTD | -29.7% | -24.3% | -5.4% | -32.4% |
| 1Y | -36.2% | +155.6% | -191.8% | -50.7% |
| 3Y | -16.4% | -18.3% | +1.9% | -26.0% |
| 5Y | -23.8% | -41.3% | +17.5% | -31.9% |
| All | +107.6% | -48.3% | +155.8% | +113.1% |
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