+168.0%
TMO vs PDD
+210.2%
-42.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -1.4% | -4.1% | +2.7% | -1.0% |
| 30D | +6.2% | -9.6% | +15.8% | +7.1% |
| 3M | +27.5% | -4.3% | +31.7% | +27.8% |
| 6M | +20.0% | -18.8% | +38.7% | +21.7% |
| YTD | +6.1% | -27.5% | +33.6% | +8.6% |
| 1Y | +25.8% | -33.6% | +59.5% | +29.5% |
| 3Y | +11.2% | -20.4% | +31.6% | +10.4% |
| 5Y | +9.6% | -19.6% | +29.1% | +3.6% |
| All | +168.0% | +210.2% | -42.2% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling