+207.9%
PDD vs TMF
-79.8%
+287.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 6M | -18.8% | -21.3% | +2.6% | -19.1% |
| YTD | -27.5% | -15.9% | -11.6% | -27.7% |
| 1Y | -33.6% | -15.7% | -17.9% | -33.8% |
| 3Y | -20.4% | -43.4% | +22.9% | -21.0% |
| 5Y | -19.6% | -87.8% | +68.2% | -26.9% |
| All | +207.9% | -79.8% | +287.7% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling