-42.4%
PDD vs TEM
+10.9%
-53.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -3.8% | +5.1% | -8.9% | -4.3% |
| 30D | -2.4% | +16.8% | -19.2% | -4.0% |
| 3M | -12.7% | +42.6% | -55.3% | -17.0% |
| 6M | -20.0% | +63.9% | -83.9% | -25.8% |
| YTD | -30.3% | +34.5% | -64.8% | -34.2% |
| 1Y | -42.4% | +11.0% | -53.4% | -44.4% |
| All | -42.4% | +10.9% | -53.3% | -44.4% |
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 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