-46.7%
PDD vs TEM
+101.4%
-148.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.3% | -1.1% |
| 7D | -1.0% | +3.5% | -4.5% | -1.2% |
| 30D | -2.4% | +13.5% | -15.9% | -3.3% |
| 3M | -14.6% | +46.3% | -60.9% | -17.0% |
| 6M | -19.6% | +61.5% | -81.2% | -22.6% |
| YTD | -30.0% | +36.4% | -66.4% | -32.2% |
| 1Y | -42.5% | +12.2% | -54.7% | -43.8% |
| All | -46.7% | +101.4% | -148.1% | -50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling