-13.6%
TLT vs PDD
+199.6%
-213.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.3% |
| 7D | -0.3% | -1.0% | +0.7% | -0.3% |
| 30D | +3.7% | -2.4% | +6.1% | +3.7% |
| 3M | -0.7% | -14.6% | +14.0% | -0.7% |
| 6M | -4.2% | -19.6% | +15.4% | -4.2% |
| YTD | -4.0% | -30.0% | +26.0% | -4.1% |
| 1Y | -5.8% | -42.5% | +36.7% | -6.0% |
| 3Y | +4.1% | -27.2% | +31.3% | +4.1% |
| 5Y | -34.8% | -8.2% | -26.6% | -34.9% |
| All | -13.6% | +199.6% | -213.2% | -8.4% |
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