-14.0%
TSCO vs PDD
-16.7%
+2.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.8% | +1.0% |
| 7D | +1.7% | -4.1% | +5.8% | +1.9% |
| 30D | +2.8% | -13.1% | +15.9% | +3.4% |
| 3M | +17.9% | -3.5% | +21.4% | +18.0% |
| 6M | -28.6% | -21.8% | -6.8% | -27.8% |
| YTD | -28.0% | -29.7% | +1.6% | -27.0% |
| 1Y | -39.9% | -36.2% | -3.6% | -38.8% |
| 3Y | -14.0% | -16.4% | +2.4% | -17.5% |
| All | -14.0% | -16.7% | +2.7% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling