+197.4%
PDD vs TPR
+249.4%
-52.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -1.0% | +12.1% | -13.0% | -4.0% |
| 30D | -2.4% | +16.7% | -19.1% | -6.5% |
| 3M | -14.6% | -17.4% | +2.8% | -10.6% |
| 6M | -19.6% | +2.3% | -21.9% | -20.9% |
| YTD | -30.0% | +7.1% | -37.1% | -32.3% |
| 1Y | -42.5% | +29.5% | -72.0% | -47.4% |
| 3Y | -27.2% | +415.0% | -442.2% | -56.5% |
| 5Y | -8.2% | +261.5% | -269.7% | -40.3% |
| All | +197.4% | +249.4% | -52.0% | +117.6% |
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