+190.4%
PDD vs TECK
+168.2%
+22.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -0.8% |
| 7D | -7.6% | +2.1% | -9.8% | -8.4% |
| 30D | -5.4% | -8.9% | +3.5% | -3.3% |
| 3M | -12.9% | -7.1% | -5.8% | -11.7% |
| 6M | -19.0% | -7.0% | -12.0% | -18.8% |
| YTD | -31.6% | +28.3% | -60.0% | -38.4% |
| 1Y | -43.0% | +40.6% | -83.6% | -50.2% |
| 3Y | -28.9% | +78.2% | -107.1% | -43.9% |
| 5Y | -18.4% | +129.5% | -147.9% | -41.0% |
| All | +190.4% | +168.2% | +22.2% | +149.5% |
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