+211.0%
PDD vs TYL
+76.9%
+134.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.1% |
| 7D | +5.6% | +6.7% | -1.0% | +2.6% |
| 30D | +5.8% | +26.5% | -20.8% | -5.2% |
| 3M | -8.6% | +37.3% | -45.9% | -21.7% |
| 6M | -18.8% | +31.2% | -50.0% | -29.9% |
| YTD | -26.8% | -7.4% | -19.4% | -26.4% |
| 1Y | -39.3% | -9.6% | -29.7% | -38.3% |
| 3Y | -22.5% | +1.9% | -24.4% | -31.7% |
| 5Y | -0.8% | -21.1% | +20.3% | +0.3% |
| All | +211.0% | +76.9% | +134.1% | +115.8% |
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