-22.5%
PDD vs TT
+89.7%
-112.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.4% |
| 7D | +5.6% | -2.0% | +7.6% | +5.8% |
| 30D | +5.8% | -14.0% | +19.8% | +7.7% |
| 3M | -8.6% | -15.9% | +7.3% | -6.7% |
| 6M | -18.8% | -17.3% | -1.5% | -17.2% |
| YTD | -26.8% | +4.0% | -30.7% | -28.3% |
| 1Y | -39.3% | -7.1% | -32.2% | -39.5% |
| 3Y | -22.5% | +90.2% | -112.7% | -9.6% |
| All | -22.5% | +89.7% | -112.2% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling