+141.9%
TSCO vs PDD
+196.6%
-54.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.2% | -3.6% |
| 7D | -2.5% | -4.4% | +2.0% | -2.3% |
| 30D | -1.1% | -15.5% | +14.4% | -0.4% |
| 3M | +14.3% | -4.1% | +18.3% | +14.4% |
| 6M | -31.9% | -23.4% | -8.5% | -31.1% |
| YTD | -30.7% | -30.7% | 0.0% | -29.6% |
| 1Y | -41.1% | -37.6% | -3.4% | -39.9% |
| 3Y | -17.1% | -17.5% | +0.4% | -17.6% |
| 5Y | -7.5% | -24.6% | +17.1% | -9.8% |
| All | +141.9% | +196.6% | -54.7% | +112.0% |
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