-18.7%
PDD vs TMF
-42.2%
+23.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -4.1% | -1.4% | -2.6% | -4.1% |
| 30D | -9.6% | -2.8% | -6.8% | -9.6% |
| 3M | -4.3% | -10.9% | +6.6% | -4.3% |
| 6M | -18.8% | -21.3% | +2.6% | -18.9% |
| YTD | -27.5% | -15.9% | -11.6% | -27.6% |
| 1Y | -33.6% | -15.7% | -17.9% | -33.7% |
| All | -18.7% | -42.2% | +23.6% | -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