+194.4%
PDD vs TNA
-21.8%
+216.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.4% |
| 7D | -4.4% | -3.6% | -0.8% | -3.5% |
| 30D | -15.5% | -10.1% | -5.4% | -13.3% |
| 3M | -4.1% | +2.7% | -6.8% | -5.5% |
| 6M | -23.4% | +38.4% | -61.8% | -31.0% |
| YTD | -30.7% | +45.4% | -76.1% | -38.7% |
| 1Y | -37.6% | +55.9% | -93.6% | -46.5% |
| 3Y | -17.5% | +109.8% | -127.4% | -42.8% |
| 5Y | -24.6% | -22.5% | -2.1% | -35.6% |
| All | +194.4% | -21.8% | +216.2% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling