+201.5%
PDD vs TECK
+183.4%
+18.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.0% | -10.0% | -5.0% |
| 7D | -1.4% | +3.1% | -4.5% | -2.6% |
| 30D | -1.0% | -5.0% | +3.9% | 0.0% |
| 3M | -12.3% | -2.6% | -9.7% | -12.2% |
| 6M | -18.5% | 0.0% | -18.5% | -20.0% |
| YTD | -29.0% | +35.6% | -64.7% | -37.1% |
| 1Y | -40.7% | +58.1% | -98.8% | -49.9% |
| 3Y | -25.7% | +93.3% | -119.0% | -42.7% |
| 5Y | -3.3% | +153.7% | -157.0% | -31.9% |
| All | +201.5% | +183.4% | +18.1% | +155.0% |
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