+0.3%
PDD vs TT
+128.8%
-128.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +3.7% |
| 7D | +5.9% | -9.0% | +14.9% | +9.3% |
| 30D | +7.1% | -17.6% | +24.7% | +14.3% |
| 3M | -7.7% | -18.7% | +11.0% | -1.2% |
| 6M | -13.2% | -17.4% | +4.2% | -8.4% |
| YTD | -26.0% | +1.5% | -27.5% | -28.8% |
| 1Y | -38.4% | -9.4% | -29.0% | -37.9% |
| 3Y | -21.1% | +85.1% | -106.2% | -49.0% |
| 5Y | +0.3% | +125.7% | -125.4% | -53.0% |
| All | +0.3% | +128.8% | -128.4% | -53.0% |
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