+221.6%
TMUS vs PDD
+210.2%
+11.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.5% |
| 7D | +0.1% | -4.1% | +4.1% | +0.3% |
| 30D | +5.3% | -9.6% | +14.9% | +5.7% |
| 3M | +3.1% | -4.3% | +7.4% | +3.3% |
| 6M | -16.5% | -18.8% | +2.3% | -15.8% |
| YTD | -9.2% | -27.5% | +18.3% | -7.9% |
| 1Y | -26.5% | -33.6% | +7.2% | -25.2% |
| 3Y | +39.0% | -20.4% | +59.4% | +37.7% |
| 5Y | +40.4% | -19.6% | +60.0% | +34.8% |
| All | +221.6% | +210.2% | +11.3% | +172.6% |
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