+19.4%
PDD vs TLN
+630.2%
-610.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.2% | -1.6% |
| 7D | +5.6% | -1.3% | +6.9% | +5.6% |
| 30D | +5.8% | -10.5% | +16.3% | +6.5% |
| 3M | -8.6% | +0.1% | -8.7% | -9.0% |
| 6M | -18.8% | -17.4% | -1.4% | -18.1% |
| YTD | -26.8% | -9.7% | -17.1% | -27.2% |
| 1Y | -39.3% | -12.3% | -27.0% | -39.5% |
| 3Y | -22.5% | +528.3% | -550.8% | -43.6% |
| All | +19.4% | +630.2% | -610.8% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling