-29.0%
PDD vs TNA
+141.1%
-170.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -1.3% |
| 7D | -7.6% | +7.7% | -15.4% | -8.6% |
| 30D | -5.4% | -0.7% | -4.7% | -5.7% |
| 3M | -12.9% | -25.4% | +12.5% | -9.9% |
| 6M | -19.0% | -11.8% | -7.2% | -18.6% |
| YTD | -31.6% | +23.9% | -55.6% | -34.7% |
| 1Y | -43.0% | +25.6% | -68.6% | -45.8% |
| All | -29.0% | +141.1% | -170.1% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling