+13.6%
PDD vs TLN
+716.6%
-703.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.3% | -0.8% |
| 7D | -3.8% | +15.9% | -19.7% | -4.8% |
| 30D | -2.4% | -0.3% | -2.1% | -2.4% |
| 3M | -12.7% | +5.8% | -18.5% | -13.3% |
| 6M | -20.0% | -1.2% | -18.8% | -20.5% |
| YTD | -30.3% | +1.0% | -31.4% | -31.2% |
| 1Y | -42.4% | +1.1% | -43.5% | -43.2% |
| 3Y | -27.5% | +591.7% | -619.2% | -47.3% |
| All | +13.6% | +716.6% | -703.0% | -16.2% |
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