+18.2%
PDD vs TLN
+583.6%
-565.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 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% | -33.4% |
| 3Y | -20.4% | +473.8% | -494.2% | -41.0% |
| All | +18.2% | +583.6% | -565.3% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling