+163.4%
TMO vs PDD
+193.7%
-30.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -2.5% | -4.6% | +2.2% | -2.1% |
| 30D | -0.3% | -14.0% | +13.7% | +0.9% |
| 3M | +25.3% | -4.9% | +30.1% | +25.6% |
| 6M | +20.9% | -25.8% | +46.6% | +23.5% |
| YTD | +4.3% | -31.4% | +35.7% | +7.2% |
| 1Y | +27.0% | -37.6% | +64.6% | +31.4% |
| 3Y | +17.5% | -18.4% | +35.9% | +16.4% |
| 5Y | +6.9% | -25.0% | +31.9% | +1.7% |
| All | +163.4% | +193.7% | -30.3% | +105.7% |
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