-65.5%
TEAM vs PDD
-12.0%
-53.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | -19.7% | -3.8% | -15.9% | -19.0% |
| 30D | -26.6% | -2.4% | -24.3% | -26.3% |
| 3M | -1.1% | -12.7% | +11.6% | +1.7% |
| 6M | +74.6% | -20.0% | +94.6% | +82.6% |
| YTD | -6.0% | -30.3% | +24.3% | +1.0% |
| 1Y | -3.2% | -42.4% | +39.1% | +8.3% |
| 3Y | -13.5% | -27.5% | +14.0% | -15.0% |
| 5Y | -65.5% | -14.9% | -50.6% | -70.3% |
| All | -65.5% | -12.0% | -53.5% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling