-25.7%
PDD vs TGT
+67.9%
-93.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.8% | -3.7% |
| 7D | -1.4% | +4.7% | -6.2% | -2.1% |
| 30D | -1.0% | +8.0% | -9.0% | -2.2% |
| 3M | -12.3% | +11.7% | -23.9% | -13.8% |
| 6M | -18.5% | +34.7% | -53.2% | -22.2% |
| YTD | -29.0% | +74.4% | -103.4% | -35.0% |
| 1Y | -40.7% | +89.2% | -129.9% | -46.5% |
| 3Y | -25.7% | +73.4% | -99.1% | -34.1% |
| All | -25.7% | +67.9% | -93.6% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling