-29.0%
PDD vs TTWO
+53.7%
-82.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.5% |
| 7D | -7.6% | +6.4% | -14.0% | -8.8% |
| 30D | -5.4% | +13.3% | -18.7% | -7.8% |
| 3M | -12.9% | -6.6% | -6.3% | -12.0% |
| 6M | -19.0% | +0.4% | -19.4% | -19.6% |
| YTD | -31.6% | -11.4% | -20.3% | -30.5% |
| 1Y | -43.0% | -5.6% | -37.4% | -42.9% |
| All | -29.0% | +53.7% | -82.7% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling