-14.9%
PDD vs TOST
-46.9%
+31.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | +5.6% | +9.4% | -3.8% | +3.0% |
| 30D | +5.8% | +13.5% | -7.7% | +2.0% |
| 3M | -8.6% | -0.1% | -8.5% | -9.0% |
| 6M | -18.8% | +22.5% | -41.3% | -24.4% |
| YTD | -26.8% | -2.4% | -24.4% | -27.9% |
| 1Y | -39.3% | -4.7% | -34.6% | -39.9% |
| 3Y | -22.5% | +103.2% | -125.7% | -45.8% |
| 5Y | -0.8% | -41.2% | +40.5% | -24.1% |
| All | -14.9% | -46.9% | +31.9% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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