-22.5%
PDD vs TE
-36.2%
+13.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.2% |
| 7D | +5.6% | -12.6% | +18.2% | +6.0% |
| 30D | +5.8% | -36.7% | +42.5% | +7.4% |
| 3M | -8.6% | -57.5% | +48.9% | -5.9% |
| 6M | -18.8% | -55.2% | +36.4% | -17.7% |
| YTD | -26.8% | -64.7% | +37.9% | -25.6% |
| 1Y | -39.3% | -35.9% | -3.4% | -40.5% |
| 3Y | -22.5% | -31.8% | +9.3% | -28.9% |
| All | -22.5% | -36.2% | +13.7% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling