+114.0%
PDD vs TE
-53.0%
+166.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -4.1% | -4.0% | -0.1% | -3.7% |
| 30D | -9.6% | -15.9% | +6.3% | -8.2% |
| 3M | -4.3% | -60.5% | +56.3% | +4.2% |
| 6M | -18.8% | -35.2% | +16.5% | -19.0% |
| YTD | -27.5% | -31.1% | +3.6% | -29.5% |
| 1Y | -33.6% | +148.6% | -182.3% | -48.7% |
| 3Y | -20.4% | -26.4% | +6.0% | -28.5% |
| 5Y | -19.6% | -48.0% | +28.4% | -27.0% |
| All | +114.0% | -53.0% | +166.9% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling