+201.5%
PDD vs TYL
+75.9%
+125.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.8% |
| 7D | -1.4% | +3.5% | -5.0% | -3.0% |
| 30D | -1.0% | +26.9% | -27.9% | -11.4% |
| 3M | -12.3% | +33.8% | -46.1% | -24.0% |
| 6M | -18.5% | +28.8% | -47.3% | -29.0% |
| YTD | -29.0% | -7.9% | -21.1% | -28.4% |
| 1Y | -40.7% | -9.8% | -30.9% | -39.7% |
| 3Y | -25.7% | +1.2% | -26.9% | -34.2% |
| 5Y | -3.3% | -22.8% | +19.5% | -1.1% |
| All | +201.5% | +75.9% | +125.6% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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