+207.7%
PDD vs TYL
+78.0%
+129.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.2% | +0.4% |
| 7D | +6.0% | +17.3% | -11.2% | -1.4% |
| 30D | +5.5% | +28.9% | -23.4% | -6.3% |
| 3M | -9.8% | +35.1% | -44.8% | -22.1% |
| 6M | -16.0% | +29.3% | -45.3% | -27.0% |
| YTD | -27.6% | -6.8% | -20.8% | -27.4% |
| 1Y | -38.6% | -9.9% | -28.7% | -37.5% |
| 3Y | -22.8% | +1.7% | -24.5% | -31.8% |
| 5Y | -5.2% | -21.6% | +16.4% | -3.8% |
| All | +207.7% | +78.0% | +129.7% | +113.0% |
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