-21.6%
PDD vs TMF
-25.2%
+3.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | +5.9% | +2.7% | +3.2% | +5.9% |
| 30D | +7.1% | +19.3% | -12.2% | +7.5% |
| 3M | -7.7% | -3.7% | -4.0% | -7.8% |
| 6M | -13.2% | -11.3% | -1.9% | -13.5% |
| YTD | -26.0% | -16.6% | -9.4% | -26.3% |
| 1Y | -38.4% | -21.1% | -17.3% | -38.8% |
| All | -21.6% | -25.2% | +3.6% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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