+8.0%
TMO vs PDD
-22.9%
+30.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.5% |
| 7D | -0.5% | -4.4% | +4.0% | -0.1% |
| 30D | +1.0% | -15.5% | +16.5% | +2.2% |
| 3M | +22.7% | -4.1% | +26.8% | +23.0% |
| 6M | +19.0% | -23.4% | +42.4% | +21.0% |
| YTD | +4.7% | -30.7% | +35.4% | +7.2% |
| 1Y | +26.0% | -37.6% | +63.7% | +29.8% |
| 3Y | +18.0% | -17.5% | +35.5% | +16.9% |
| 5Y | +8.0% | -24.6% | +32.6% | +7.2% |
| All | +8.0% | -22.9% | +30.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling