+69.5%
T vs PDD
+199.6%
-130.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | +2.6% | -1.0% | +3.5% | +2.6% |
| 30D | -1.1% | -2.4% | +1.3% | -1.0% |
| 3M | -7.7% | -14.6% | +6.9% | -7.4% |
| 6M | -10.6% | -19.6% | +9.0% | -10.3% |
| YTD | -7.5% | -30.0% | +22.5% | -6.8% |
| 1Y | -7.4% | -42.5% | +35.1% | -6.3% |
| 3Y | +63.1% | -27.2% | +90.3% | +62.7% |
| 5Y | +55.2% | -8.2% | +63.4% | +51.1% |
| All | +69.5% | +199.6% | -130.2% | +48.2% |
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