+207.9%
PDD vs TTWO
+68.4%
+139.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.1% | -8.8% | +4.7% | -0.2% |
| 30D | -9.6% | -8.6% | -1.0% | -6.2% |
| 3M | -4.3% | -0.9% | -3.4% | -4.7% |
| 6M | -18.8% | -0.5% | -18.3% | -19.9% |
| YTD | -27.5% | -16.1% | -11.4% | -23.2% |
| 1Y | -33.6% | -10.8% | -22.8% | -32.0% |
| 3Y | -20.4% | +51.4% | -71.8% | -39.4% |
| 5Y | -19.6% | +33.7% | -53.3% | -37.0% |
| All | +207.9% | +68.4% | +139.5% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling