-47.0%
PDD vs TEM
+98.6%
-145.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -3.8% | +5.1% | -8.9% | -4.2% |
| 30D | -2.4% | +16.8% | -19.2% | -3.4% |
| 3M | -12.7% | +42.6% | -55.3% | -15.0% |
| 6M | -20.0% | +63.9% | -83.9% | -23.0% |
| YTD | -30.3% | +34.5% | -64.8% | -32.4% |
| 1Y | -42.4% | +11.0% | -53.4% | -43.7% |
| All | -47.0% | +98.6% | -145.5% | -50.2% |
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