+214.4%
PDD vs THC
+633.6%
-419.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.5% |
| 7D | +5.9% | +5.9% | 0.0% | +5.0% |
| 30D | +7.1% | +10.8% | -3.8% | +5.4% |
| 3M | -7.7% | +9.4% | -17.1% | -9.0% |
| 6M | -13.2% | +53.3% | -66.5% | -19.0% |
| YTD | -26.0% | +44.2% | -70.1% | -30.6% |
| 1Y | -38.4% | +37.3% | -75.7% | -41.9% |
| 3Y | -21.1% | +421.6% | -442.7% | -40.7% |
| 5Y | +0.3% | +279.8% | -279.5% | -22.7% |
| All | +214.4% | +633.6% | -419.2% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling