-23.5%
PDD vs TKO
+315.8%
-339.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.0% | -8.0% | -4.1% |
| 7D | -4.1% | +7.2% | -11.3% | -5.7% |
| 30D | -13.1% | +4.7% | -17.8% | -14.2% |
| 3M | -3.5% | -3.2% | -0.3% | -3.1% |
| 6M | -21.8% | -2.9% | -18.9% | -21.7% |
| YTD | -29.7% | -5.8% | -23.9% | -29.3% |
| 1Y | -36.2% | -1.1% | -35.2% | -36.9% |
| 3Y | -16.4% | +111.1% | -127.5% | -35.2% |
| All | -23.5% | +315.8% | -339.3% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling