+187.0%
TMUS vs PDD
+213.3%
-26.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.9% |
| 7D | +3.6% | +5.6% | -2.1% | +3.3% |
| 30D | -3.4% | +5.8% | -9.1% | -3.7% |
| 3M | -9.5% | -8.6% | -0.9% | -9.1% |
| 6M | -15.2% | -18.8% | +3.7% | -14.5% |
| YTD | -18.9% | -26.8% | +7.9% | -17.9% |
| 1Y | -17.7% | -39.3% | +21.6% | -15.9% |
| 3Y | +15.6% | -22.5% | +38.1% | +14.8% |
| 5Y | +38.9% | -0.8% | +39.7% | +31.3% |
| All | +187.0% | +213.3% | -26.3% | +143.1% |
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