+4.1%
TLT vs PDD
-26.6%
+30.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.8% |
| 6M | -4.2% | -19.6% | +15.4% | -4.3% |
| YTD | -4.0% | -30.0% | +26.0% | -4.1% |
| 1Y | -5.8% | -42.5% | +36.7% | -6.1% |
| 3Y | +4.1% | -27.2% | +31.3% | +5.1% |
| All | +4.1% | -26.6% | +30.7% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling