+207.9%
PDD vs TFC
+45.4%
+162.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | +2.4% | -6.5% | -4.6% |
| 30D | -9.6% | -1.3% | -8.3% | -9.4% |
| 3M | -4.3% | +6.1% | -10.3% | -5.8% |
| 6M | -18.8% | +7.3% | -26.1% | -20.3% |
| YTD | -27.5% | +8.2% | -35.7% | -29.0% |
| 1Y | -33.6% | +14.4% | -48.1% | -35.9% |
| 3Y | -20.4% | +93.7% | -114.1% | -32.4% |
| 5Y | -19.6% | +16.4% | -36.0% | -24.3% |
| All | +207.9% | +45.4% | +162.5% | +179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling