-12.4%
TLT vs PDD
+203.8%
-216.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | 0.0% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | +5.1% | -1.0% | +6.1% | +5.1% |
| 3M | -0.2% | -12.3% | +12.1% | -0.2% |
| 6M | -2.9% | -18.5% | +15.6% | -3.0% |
| YTD | -2.7% | -29.0% | +26.3% | -2.8% |
| 1Y | -4.6% | -40.7% | +36.1% | -4.7% |
| 3Y | +6.1% | -25.7% | +31.8% | +6.0% |
| 5Y | -35.1% | -3.3% | -31.8% | -35.2% |
| All | -12.4% | +203.8% | -216.2% | -7.2% |
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