+214.4%
PDD vs TPR
+245.6%
-31.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -4.9% | +0.3% |
| 7D | +5.9% | +13.9% | -8.0% | +2.2% |
| 30D | +7.1% | +14.9% | -7.8% | +3.0% |
| 3M | -7.7% | -15.4% | +7.7% | -3.9% |
| 6M | -13.2% | -4.5% | -8.8% | -13.2% |
| YTD | -26.0% | +6.0% | -32.0% | -28.2% |
| 1Y | -38.4% | +24.3% | -62.7% | -43.1% |
| 3Y | -21.1% | +412.8% | -433.9% | -52.8% |
| 5Y | +0.3% | +258.4% | -258.1% | -34.6% |
| All | +214.4% | +245.6% | -31.2% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling