+198.7%
PDD vs TECK
+215.0%
-16.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.1% | -4.2% |
| 7D | -4.1% | +7.8% | -11.9% | -6.3% |
| 30D | -13.1% | +8.3% | -21.4% | -15.2% |
| 3M | -3.5% | +16.1% | -19.5% | -8.5% |
| 6M | -21.8% | +42.9% | -64.6% | -30.7% |
| YTD | -29.7% | +50.8% | -80.4% | -39.2% |
| 1Y | -36.2% | +106.1% | -142.3% | -50.2% |
| 3Y | -16.4% | +84.0% | -100.4% | -34.5% |
| 5Y | -23.8% | +223.5% | -247.3% | -49.5% |
| All | +198.7% | +215.0% | -16.3% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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