+211.0%
PDD vs TPR
+242.1%
-31.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +5.6% | +14.2% | -8.6% | +1.9% |
| 30D | +5.8% | +17.1% | -11.3% | +1.3% |
| 3M | -8.6% | -17.7% | +9.1% | -4.2% |
| 6M | -18.8% | -10.2% | -8.7% | -17.4% |
| YTD | -26.8% | +4.9% | -31.7% | -28.8% |
| 1Y | -39.3% | +36.1% | -75.4% | -45.2% |
| 3Y | -22.5% | +416.5% | -439.0% | -53.7% |
| 5Y | -0.8% | +254.8% | -255.6% | -35.1% |
| All | +211.0% | +242.1% | -31.1% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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