+6.5%
TLT vs PDD
-23.2%
+29.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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 | -0.3% | -8.6% | +8.3% | -0.4% |
| 6M | -3.4% | -18.8% | +15.5% | -3.4% |
| YTD | -3.1% | -26.8% | +23.7% | -3.3% |
| 1Y | -5.2% | -39.3% | +34.1% | -5.4% |
| 3Y | +6.5% | -22.5% | +29.0% | +7.3% |
| All | +6.5% | -23.2% | +29.7% | +7.3% |
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 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