+207.9%
PDD vs TYL
+53.1%
+154.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +2.5% |
| 7D | -4.1% | -3.7% | -0.4% | -2.5% |
| 30D | -9.6% | +18.7% | -28.3% | -16.9% |
| 3M | -4.3% | +18.1% | -22.4% | -12.6% |
| 6M | -18.8% | -1.1% | -17.6% | -20.0% |
| YTD | -27.5% | -19.8% | -7.7% | -21.8% |
| 1Y | -33.6% | -34.3% | +0.7% | -20.9% |
| 3Y | -20.4% | -8.2% | -12.2% | -27.1% |
| 5Y | -19.6% | -25.4% | +5.8% | -16.9% |
| All | +207.9% | +53.1% | +154.8% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling