-48.0%
PDD vs TEM
+89.7%
-137.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.6% |
| 7D | -7.6% | +7.8% | -15.4% | -8.1% |
| 30D | -5.4% | +11.2% | -16.6% | -6.1% |
| 3M | -12.9% | +39.0% | -51.9% | -15.1% |
| 6M | -19.0% | +61.6% | -80.7% | -22.0% |
| YTD | -31.6% | +28.5% | -60.1% | -33.6% |
| 1Y | -43.0% | +6.7% | -49.7% | -44.2% |
| All | -48.0% | +89.7% | -137.7% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling