+191.4%
PDD vs TEVA
+55.8%
+135.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.5% |
| 7D | -5.4% | +2.0% | -7.4% | -5.8% |
| 30D | -12.6% | +1.0% | -13.6% | -12.9% |
| 3M | -4.3% | +7.3% | -11.6% | -6.2% |
| 6M | -24.4% | +21.7% | -46.1% | -28.3% |
| YTD | -31.4% | +18.8% | -50.2% | -34.6% |
| 1Y | -38.1% | +86.5% | -124.6% | -47.4% |
| 3Y | -20.1% | +269.4% | -289.5% | -45.2% |
| 5Y | -25.0% | +303.6% | -328.6% | -51.3% |
| All | +191.4% | +55.8% | +135.6% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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