-23.7%
PDD vs TYL
-25.2%
+1.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +2.4% |
| 7D | -4.1% | -3.7% | -0.4% | -2.6% |
| 30D | -9.6% | +18.7% | -28.3% | -16.4% |
| 3M | -4.3% | +18.1% | -22.4% | -12.0% |
| 6M | -18.8% | -1.1% | -17.6% | -19.8% |
| YTD | -27.5% | -19.8% | -7.7% | -21.4% |
| 1Y | -33.6% | -34.3% | +0.7% | -20.3% |
| 3Y | -20.4% | -8.2% | -12.2% | -29.3% |
| All | -23.7% | -25.2% | +1.5% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling