+194.4%
PDD vs TGT
+148.8%
+45.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.6% |
| 7D | -4.4% | -3.6% | -0.9% | -3.5% |
| 30D | -15.5% | +4.4% | -19.9% | -16.6% |
| 3M | -4.1% | +25.4% | -29.4% | -9.9% |
| 6M | -23.4% | +33.4% | -56.8% | -29.6% |
| YTD | -30.7% | +65.6% | -96.3% | -40.1% |
| 1Y | -37.6% | +80.3% | -117.9% | -47.5% |
| 3Y | -17.5% | +42.1% | -59.7% | -29.6% |
| 5Y | -24.6% | -25.0% | +0.4% | -24.0% |
| All | +194.4% | +148.8% | +45.6% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling