+195.8%
PDD vs TPR
+241.1%
-45.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -3.0% | +15.1% | -18.2% | -6.8% |
| 3M | -6.2% | +3.5% | -9.7% | -7.3% |
| 6M | -20.7% | +0.4% | -21.2% | -21.6% |
| YTD | -30.4% | +4.6% | -35.0% | -32.3% |
| 1Y | -41.3% | +33.1% | -74.4% | -46.6% |
| 3Y | -27.7% | +396.0% | -423.7% | -56.3% |
| 5Y | -16.9% | +230.3% | -247.2% | -45.1% |
| All | +195.8% | +241.1% | -45.3% | +117.8% |
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