+211.0%
PDD vs THC
+625.6%
-414.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | +5.6% | +3.7% | +1.9% | +5.0% |
| 30D | +5.8% | +9.0% | -3.3% | +4.4% |
| 3M | -8.6% | +10.4% | -19.0% | -10.1% |
| 6M | -18.8% | +45.7% | -64.5% | -23.7% |
| YTD | -26.8% | +42.6% | -69.4% | -31.2% |
| 1Y | -39.3% | +38.8% | -78.0% | -42.8% |
| 3Y | -22.5% | +418.8% | -441.3% | -41.7% |
| 5Y | -0.8% | +275.7% | -276.4% | -23.4% |
| All | +211.0% | +625.6% | -414.6% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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