-33.6%
PDD vs TEM
-15.5%
-18.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.1% | +0.9% | -5.0% | -4.2% |
| 30D | -9.6% | +38.4% | -48.0% | -13.3% |
| 3M | -4.3% | +23.7% | -27.9% | -7.4% |
| 6M | -18.8% | +26.0% | -44.7% | -22.1% |
| YTD | -27.5% | +9.4% | -36.9% | -29.5% |
| 1Y | -33.6% | -17.3% | -16.4% | -33.3% |
| All | -33.6% | -15.5% | -18.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling