+14.2%
PDD vs TLN
+678.8%
-664.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | -1.0% | +1.1% | -2.1% | -1.1% |
| 30D | -2.4% | -4.6% | +2.2% | -2.2% |
| 3M | -14.6% | +5.2% | -19.9% | -15.2% |
| 6M | -19.6% | -6.5% | -13.1% | -19.7% |
| YTD | -30.0% | -3.6% | -26.3% | -30.7% |
| 1Y | -42.5% | -8.2% | -34.3% | -42.9% |
| 3Y | -27.2% | +559.7% | -586.9% | -46.9% |
| All | +14.2% | +678.8% | -664.6% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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