-4.8%
TLT vs PDD
-39.8%
+35.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.1% | +5.6% | -5.5% | +0.1% |
| 30D | +6.2% | +5.8% | +0.4% | +6.2% |
| 3M | +0.1% | -8.6% | +8.7% | 0.0% |
| 6M | -3.0% | -18.8% | +15.9% | -2.7% |
| YTD | -2.7% | -26.8% | +24.0% | -2.9% |
| 1Y | -4.8% | -39.3% | +34.4% | -5.5% |
| All | -4.8% | -39.8% | +35.0% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling