-14.0%
PDD vs TOST
-46.1%
+32.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +5.9% | +11.6% | -5.7% | +2.7% |
| 30D | +7.1% | +16.2% | -9.2% | +2.6% |
| 3M | -7.7% | +1.0% | -8.7% | -8.3% |
| 6M | -13.2% | +23.2% | -36.4% | -19.3% |
| YTD | -26.0% | -1.0% | -25.0% | -27.4% |
| 1Y | -38.4% | -9.9% | -28.5% | -38.1% |
| 3Y | -21.1% | +101.0% | -122.1% | -44.6% |
| 5Y | +0.3% | -40.4% | +40.7% | -23.5% |
| All | -14.0% | -46.1% | +32.1% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling