-23.7%
PDD vs TECK
+200.8%
-224.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -4.1% | -0.3% | -3.7% | -4.0% |
| 30D | -9.6% | +4.6% | -14.2% | -11.1% |
| 3M | -4.3% | +2.8% | -7.1% | -6.3% |
| 6M | -18.8% | +24.9% | -43.7% | -26.6% |
| YTD | -27.5% | +44.7% | -72.2% | -38.5% |
| 1Y | -33.6% | +112.0% | -145.6% | -52.0% |
| 3Y | -20.4% | +67.6% | -88.0% | -39.7% |
| All | -23.7% | +200.8% | -224.5% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling