-41.7%
PDD vs TT
-2.5%
-39.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.7% | -3.3% |
| 7D | -1.4% | +1.7% | -3.2% | -1.5% |
| 30D | -1.0% | -11.8% | +10.8% | +0.1% |
| 3M | -12.3% | -12.6% | +0.3% | -11.1% |
| 6M | -18.5% | -9.4% | -9.1% | -18.8% |
| YTD | -29.0% | +8.8% | -37.8% | -32.3% |
| All | -41.7% | -2.5% | -39.2% | -42.5% |
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