-13.6%
PDD vs TT
+131.0%
-144.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.3% |
| 7D | -4.9% | +4.0% | -8.9% | -6.3% |
| 30D | -3.0% | -11.3% | +8.3% | +0.7% |
| 3M | -6.2% | -12.3% | +6.1% | -2.3% |
| 6M | -20.7% | -10.8% | -9.9% | -18.7% |
| YTD | -30.4% | +8.2% | -38.5% | -34.6% |
| 1Y | -41.3% | +1.5% | -42.7% | -43.3% |
| 3Y | -27.7% | +91.5% | -119.2% | -53.5% |
| All | -13.6% | +131.0% | -144.6% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling