-25.0%
PDD vs TEVA
+290.4%
-315.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 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% | -7.3% |
| 6M | -25.8% | +15.3% | -41.1% | -29.2% |
| YTD | -31.4% | +16.5% | -47.8% | -34.8% |
| 1Y | -37.6% | +85.7% | -123.3% | -48.3% |
| 3Y | -18.4% | +277.9% | -296.2% | -50.5% |
| 5Y | -25.0% | +295.5% | -320.5% | -59.2% |
| All | -25.0% | +290.4% | -315.4% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling