+71.3%
T vs PDD
+192.6%
-121.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.3% |
| 7D | +1.6% | -7.6% | +9.3% | +1.8% |
| 30D | -2.9% | -5.4% | +2.5% | -2.8% |
| 3M | -7.5% | -12.9% | +5.4% | -7.2% |
| 6M | -9.9% | -19.0% | +9.1% | -9.5% |
| YTD | -6.4% | -31.6% | +25.2% | -5.7% |
| 1Y | -9.4% | -43.0% | +33.6% | -8.3% |
| 3Y | +64.9% | -28.9% | +93.7% | +64.6% |
| 5Y | +57.0% | -18.4% | +75.3% | +53.3% |
| All | +71.3% | +192.6% | -121.3% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling