+201.5%
PDD vs TGT
+162.0%
+39.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.8% | -4.3% |
| 7D | -1.4% | +4.7% | -6.2% | -2.7% |
| 30D | -1.0% | +8.0% | -9.0% | -3.1% |
| 3M | -12.3% | +11.7% | -23.9% | -15.1% |
| 6M | -18.5% | +34.7% | -53.2% | -25.3% |
| YTD | -29.0% | +74.4% | -103.4% | -39.6% |
| 1Y | -40.7% | +89.2% | -129.9% | -50.8% |
| 3Y | -25.7% | +73.4% | -99.1% | -40.4% |
| 5Y | -3.3% | -24.0% | +20.7% | -3.3% |
| All | +201.5% | +162.0% | +39.5% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling