-20.1%
PDD vs TEVA
+273.2%
-293.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -4.6% | -0.7% | -3.9% | -4.5% |
| 30D | -14.0% | -0.4% | -13.6% | -14.0% |
| 3M | -4.9% | +8.2% | -13.1% | -6.2% |
| 6M | -25.8% | +15.3% | -41.1% | -27.7% |
| YTD | -31.4% | +16.5% | -47.8% | -33.2% |
| 1Y | -37.6% | +85.7% | -123.3% | -43.3% |
| All | -20.1% | +273.2% | -293.3% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling