+207.9%
PDD vs TNA
-17.3%
+225.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | -9.6% | -4.9% | -4.7% | -8.6% |
| 3M | -4.3% | +0.4% | -4.7% | -5.3% |
| 6M | -18.8% | +32.5% | -51.3% | -26.1% |
| YTD | -27.5% | +53.7% | -81.2% | -36.8% |
| 1Y | -33.6% | +65.1% | -98.7% | -43.9% |
| 3Y | -20.4% | +98.4% | -118.9% | -43.7% |
| 5Y | -19.6% | -22.5% | +2.9% | -31.5% |
| All | +207.9% | -17.3% | +225.2% | +220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling