+42.0%
TMUS vs PDD
-22.7%
+64.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.5% |
| 7D | +0.1% | -4.1% | +4.1% | +0.2% |
| 30D | +5.3% | -9.6% | +14.9% | +5.5% |
| 3M | +3.1% | -4.3% | +7.4% | +3.2% |
| 6M | -16.5% | -18.8% | +2.3% | -16.1% |
| YTD | -9.2% | -27.5% | +18.3% | -8.6% |
| 1Y | -26.5% | -33.6% | +7.2% | -25.9% |
| 3Y | +39.0% | -20.4% | +59.4% | +38.0% |
| All | +42.0% | -22.7% | +64.6% | +44.5% |
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 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