+184.5%
TMUS vs PDD
+216.8%
-32.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.8% |
| 7D | +9.0% | +5.9% | +3.1% | +8.7% |
| 30D | -3.2% | +7.1% | -10.3% | -3.6% |
| 3M | -6.9% | -7.7% | +0.8% | -6.6% |
| 6M | -16.4% | -13.2% | -3.2% | -16.0% |
| YTD | -19.6% | -26.0% | +6.3% | -18.7% |
| 1Y | -19.9% | -38.4% | +18.5% | -18.2% |
| 3Y | +14.5% | -21.1% | +35.6% | +13.6% |
| 5Y | +37.7% | +0.3% | +37.4% | +30.1% |
| All | +184.5% | +216.8% | -32.3% | +140.8% |
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