-13.2%
PDD vs TYL
+31.6%
-44.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.9% |
| 7D | +5.9% | +15.1% | -9.2% | +3.7% |
| 30D | +7.1% | +30.1% | -23.0% | +3.0% |
| 3M | -7.7% | +40.4% | -48.1% | -12.3% |
| 6M | -13.2% | +31.3% | -44.5% | -18.7% |
| All | -13.2% | +31.6% | -44.8% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling