-38.6%
PDD vs TEM
-11.1%
-27.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +2.7% |
| 7D | +6.0% | -1.3% | +7.3% | +6.1% |
| 30D | +5.5% | -9.5% | +15.0% | +6.1% |
| 3M | -9.8% | +60.7% | -70.5% | -15.2% |
| 6M | -16.0% | +35.5% | -51.5% | -19.7% |
| YTD | -27.6% | +28.0% | -55.6% | -31.0% |
| 1Y | -38.6% | -10.5% | -28.1% | -41.0% |
| All | -38.6% | -11.1% | -27.5% | -41.0% |
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