-0.3%
PDD vs TT
+129.2%
-129.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.9% |
| 7D | +5.6% | -2.0% | +7.6% | +6.2% |
| 30D | +5.8% | -14.0% | +19.8% | +11.2% |
| 3M | -8.6% | -15.9% | +7.3% | -3.3% |
| 6M | -18.8% | -17.3% | -1.5% | -14.3% |
| YTD | -26.8% | +4.0% | -30.7% | -30.2% |
| 1Y | -39.3% | -7.1% | -32.2% | -39.3% |
| 3Y | -22.5% | +90.2% | -112.7% | -50.5% |
| All | -0.3% | +129.2% | -129.5% | -54.7% |
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