+191.4%
PDD vs TTWO
+69.0%
+122.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.3% |
| 7D | -5.4% | +0.4% | -5.7% | -5.5% |
| 30D | -12.6% | -11.3% | -1.3% | -8.1% |
| 3M | -4.3% | +1.6% | -5.9% | -5.8% |
| 6M | -24.4% | +2.1% | -26.5% | -26.3% |
| YTD | -31.4% | -15.8% | -15.5% | -27.4% |
| 1Y | -38.1% | -12.6% | -25.5% | -35.9% |
| 3Y | -20.1% | +48.2% | -68.3% | -38.5% |
| 5Y | -25.0% | +40.0% | -65.0% | -42.6% |
| All | +191.4% | +69.0% | +122.4% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 10y: compounded portfolio wealth divided by compounded TTWO 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…
10y analysis · Full analysis span regression · 6 months rolling