-18.4%
PDD vs TFC
-0.6%
-17.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.6% |
| 7D | -7.6% | +0.1% | -7.7% | -7.7% |
| 30D | -5.4% | +8.6% | -14.1% | -8.1% |
| 3M | -12.9% | -4.3% | -8.6% | -11.8% |
| 6M | -19.0% | +5.4% | -24.4% | -21.1% |
| YTD | -31.6% | +4.5% | -36.1% | -33.3% |
| 1Y | -43.0% | +14.0% | -57.0% | -46.2% |
| 3Y | -28.9% | +93.4% | -122.3% | -47.5% |
| 5Y | -18.4% | +0.5% | -18.9% | +0.8% |
| All | -18.4% | -0.6% | -17.8% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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