-34.2%
PDD vs TT
+8.8%
-43.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -9.6% | -7.2% | -2.4% | -8.8% |
| 3M | -4.3% | -3.0% | -1.3% | -5.0% |
| 6M | -18.8% | +1.4% | -20.1% | -20.7% |
| YTD | -27.5% | +15.9% | -43.4% | -30.6% |
| All | -34.2% | +8.8% | -43.0% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling