-43.0%
PDD vs THC
+44.8%
-87.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.7% |
| 7D | -7.6% | +0.1% | -7.8% | -7.7% |
| 30D | -5.4% | +7.5% | -12.9% | -6.2% |
| 3M | -12.9% | +7.5% | -20.4% | -13.7% |
| 6M | -19.0% | +46.4% | -65.5% | -22.2% |
| YTD | -31.6% | +44.4% | -76.0% | -34.4% |
| 1Y | -43.0% | +43.4% | -86.4% | -45.4% |
| All | -43.0% | +44.8% | -87.8% | -45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling