+207.9%
PDD vs THC
+578.7%
-370.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | -9.6% | +1.3% | -10.9% | -9.8% |
| 3M | -4.3% | +64.2% | -68.5% | -11.4% |
| 6M | -18.8% | +8.3% | -27.0% | -20.2% |
| YTD | -27.5% | +33.4% | -60.9% | -31.2% |
| 1Y | -33.6% | +37.7% | -71.3% | -37.4% |
| 3Y | -20.4% | +236.8% | -257.2% | -36.1% |
| 5Y | -19.6% | +249.3% | -268.8% | -37.3% |
| All | +207.9% | +578.7% | -370.8% | +94.2% |
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