-37.6%
PDD vs TEM
-28.1%
-9.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | -0.6% |
| 7D | -4.6% | -9.2% | +4.5% | -3.7% |
| 30D | -14.0% | +5.5% | -19.5% | -15.1% |
| 3M | -4.9% | +18.7% | -23.6% | -7.6% |
| 6M | -25.8% | +15.4% | -41.2% | -28.2% |
| YTD | -31.4% | -0.5% | -30.8% | -32.6% |
| 1Y | -37.6% | -24.8% | -12.7% | -36.4% |
| All | -37.6% | -28.1% | -9.4% | -36.4% |
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