+0.3%
PDD vs TYL
-20.5%
+20.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.5% |
| 7D | +5.9% | +15.1% | -9.2% | -0.1% |
| 30D | +7.1% | +30.1% | -23.0% | -4.1% |
| 3M | -7.7% | +40.4% | -48.1% | -20.5% |
| 6M | -13.2% | +31.3% | -44.5% | -24.0% |
| YTD | -26.0% | -5.2% | -20.8% | -25.4% |
| 1Y | -38.4% | -6.6% | -31.8% | -37.6% |
| 3Y | -21.1% | +3.4% | -24.5% | -31.9% |
| 5Y | +0.3% | -19.3% | +19.6% | +11.2% |
| All | +0.3% | -20.5% | +20.9% | +11.2% |
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