-3.3%
PDD vs TT
+139.1%
-142.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.7% | -4.7% |
| 7D | -1.4% | +1.7% | -3.2% | -2.2% |
| 30D | -1.0% | -11.8% | +10.8% | +3.1% |
| 3M | -12.3% | -12.6% | +0.3% | -8.5% |
| 6M | -18.5% | -9.4% | -9.1% | -17.0% |
| YTD | -29.0% | +8.8% | -37.8% | -33.5% |
| 1Y | -40.7% | -2.5% | -38.2% | -41.8% |
| 3Y | -25.7% | +95.7% | -121.3% | -52.8% |
| 5Y | -3.3% | +135.7% | -139.0% | -56.0% |
| All | -3.3% | +139.1% | -142.4% | -56.0% |
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 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