+207.9%
PDD vs TKO
+150.5%
+57.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.1% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | -9.6% | +1.6% | -11.2% | -10.1% |
| 3M | -4.3% | -7.8% | +3.5% | -2.8% |
| 6M | -18.8% | -13.3% | -5.5% | -16.6% |
| YTD | -27.5% | -10.3% | -17.2% | -26.4% |
| 1Y | -33.6% | -0.6% | -33.0% | -34.4% |
| 3Y | -20.4% | +88.5% | -108.9% | -34.3% |
| 5Y | -19.6% | +284.7% | -304.3% | -46.7% |
| All | +207.9% | +150.5% | +57.4% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling