-46.0%
PDD vs TEM
+111.1%
-157.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.0% | -14.1% | -3.6% |
| 7D | -1.4% | +7.6% | -9.0% | -1.9% |
| 30D | -1.0% | +19.0% | -20.1% | -2.2% |
| 3M | -12.3% | +62.2% | -74.5% | -15.2% |
| 6M | -18.5% | +69.4% | -87.9% | -21.7% |
| YTD | -29.0% | +43.0% | -72.0% | -31.4% |
| 1Y | -40.7% | +18.0% | -58.7% | -42.2% |
| All | -46.0% | +111.1% | -157.1% | -49.4% |
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