+195.8%
PDD vs TTWO
+78.7%
+117.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -4.9% | +6.0% | -10.9% | -7.5% |
| 30D | -3.0% | +13.2% | -16.3% | -8.5% |
| 3M | -6.2% | -5.8% | -0.4% | -4.4% |
| 6M | -20.7% | +0.4% | -21.1% | -22.2% |
| YTD | -30.4% | -11.0% | -19.3% | -28.5% |
| 1Y | -41.3% | -4.1% | -37.2% | -41.8% |
| 3Y | -27.7% | +51.8% | -79.5% | -44.9% |
| 5Y | -16.9% | +21.3% | -38.2% | -31.2% |
| All | +195.8% | +78.7% | +117.1% | +129.8% |
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