+194.4%
PDD vs TENB
+1.3%
+193.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -4.4% | -1.7% | -2.8% | -4.0% |
| 30D | -15.5% | -8.3% | -7.2% | -14.3% |
| 3M | -4.1% | +26.2% | -30.2% | -12.8% |
| 6M | -23.4% | +60.2% | -83.6% | -36.2% |
| YTD | -30.7% | +43.1% | -73.8% | -40.7% |
| 1Y | -37.6% | +9.4% | -47.0% | -42.0% |
| 3Y | -17.5% | -23.9% | +6.3% | -17.4% |
| 5Y | -24.6% | -28.2% | +3.6% | -25.1% |
| All | +194.4% | +1.3% | +193.1% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TENB 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling