-18.7%
PDD vs TLN
+476.4%
-495.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.0% | +0.4% |
| 7D | -4.1% | +7.1% | -11.1% | -4.6% |
| 30D | -9.6% | -3.9% | -5.7% | -9.4% |
| 3M | -4.3% | -16.2% | +11.9% | -3.4% |
| 6M | -18.8% | -5.8% | -12.9% | -19.1% |
| YTD | -27.5% | -15.4% | -12.1% | -27.3% |
| 1Y | -33.6% | -16.7% | -17.0% | -33.5% |
| All | -18.7% | +476.4% | -495.0% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling