-13.6%
PDD vs TFC
+1.3%
-14.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.4% |
| 7D | -4.9% | +2.3% | -7.2% | -5.6% |
| 30D | -3.0% | +10.8% | -13.9% | -6.4% |
| 3M | -6.2% | -3.8% | -2.4% | -5.2% |
| 6M | -20.7% | +9.6% | -30.3% | -23.8% |
| YTD | -30.4% | +5.8% | -36.1% | -32.4% |
| 1Y | -41.3% | +16.2% | -57.4% | -44.9% |
| 3Y | -27.7% | +96.0% | -123.7% | -46.9% |
| All | -13.6% | +1.3% | -14.8% | +8.7% |
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