+149.0%
TSCO vs PDD
+210.2%
-61.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | +0.8% | -4.1% | +4.8% | +1.0% |
| 30D | +5.5% | -9.6% | +15.1% | +5.9% |
| 3M | +20.0% | -4.3% | +24.2% | +20.1% |
| 6M | -29.8% | -18.8% | -11.0% | -29.2% |
| YTD | -28.7% | -27.5% | -1.2% | -27.7% |
| 1Y | -40.9% | -33.6% | -7.3% | -39.9% |
| 3Y | -15.9% | -20.4% | +4.5% | -16.3% |
| 5Y | -3.5% | -19.6% | +16.1% | -6.1% |
| All | +149.0% | +210.2% | -61.2% | +117.7% |
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