-24.6%
PDD vs TNA
-22.1%
-2.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.2% |
| 7D | -4.4% | -3.6% | -0.8% | -3.4% |
| 30D | -15.5% | -10.1% | -5.4% | -12.9% |
| 3M | -4.1% | +2.7% | -6.8% | -5.8% |
| 6M | -23.4% | +38.4% | -61.8% | -32.5% |
| YTD | -30.7% | +45.4% | -76.1% | -40.3% |
| 1Y | -37.6% | +55.9% | -93.6% | -48.3% |
| 3Y | -17.5% | +109.8% | -127.4% | -49.9% |
| 5Y | -24.6% | -22.5% | -2.1% | -30.9% |
| All | -24.6% | -22.1% | -2.5% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling