-23.7%
PDD vs TFC
+16.2%
-39.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | +2.4% | -6.5% | -4.9% |
| 30D | -9.6% | -1.3% | -8.3% | -9.3% |
| 3M | -4.3% | +6.1% | -10.3% | -6.7% |
| 6M | -18.8% | +7.3% | -26.1% | -21.4% |
| YTD | -27.5% | +8.2% | -35.7% | -30.1% |
| 1Y | -33.6% | +14.4% | -48.1% | -37.4% |
| 3Y | -20.4% | +93.7% | -114.1% | -41.4% |
| All | -23.7% | +16.2% | -39.9% | -17.1% |
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