+191.5%
PDD vs TKO
+155.4%
+36.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -4.6% | +0.1% | -4.8% | -4.7% |
| 30D | -14.0% | -2.6% | -11.4% | -13.6% |
| 3M | -4.9% | -7.8% | +2.9% | -3.5% |
| 6M | -25.8% | -7.0% | -18.7% | -25.0% |
| YTD | -31.4% | -8.5% | -22.8% | -30.6% |
| 1Y | -37.6% | -1.3% | -36.3% | -38.2% |
| 3Y | -18.4% | +105.0% | -123.3% | -34.0% |
| 5Y | -25.0% | +292.9% | -317.9% | -50.5% |
| All | +191.5% | +155.4% | +36.2% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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