+205.0%
TMUS vs PDD
+198.2%
+6.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | +8.2% | -3.8% | +12.0% | +8.4% |
| 30D | +13.4% | -2.4% | +15.7% | +13.5% |
| 3M | -3.0% | -12.7% | +9.7% | -2.5% |
| 6M | -8.8% | -20.0% | +11.3% | -7.9% |
| YTD | -13.8% | -30.3% | +16.5% | -12.5% |
| 1Y | -17.1% | -42.4% | +25.3% | -15.1% |
| 3Y | +22.7% | -27.5% | +50.2% | +22.2% |
| 5Y | +52.8% | -14.9% | +67.8% | +46.1% |
| All | +205.0% | +198.2% | +6.8% | +158.9% |
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