+198.9%
TMUS vs PDD
+203.8%
-4.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.2% | +4.3% |
| 7D | +5.3% | -1.4% | +6.8% | +5.4% |
| 30D | +13.5% | -1.0% | +14.6% | +13.6% |
| 3M | -4.2% | -12.3% | +8.0% | -3.7% |
| 6M | -11.9% | -18.5% | +6.6% | -11.2% |
| YTD | -15.6% | -29.0% | +13.4% | -14.4% |
| 1Y | -16.8% | -40.7% | +23.9% | -14.9% |
| 3Y | +20.8% | -25.7% | +46.5% | +20.1% |
| 5Y | +48.0% | -3.3% | +51.3% | +40.1% |
| All | +198.9% | +203.8% | -4.9% | +153.5% |
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