+1,811.8%
TSLA vs PDD
+198.2%
+1,613.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +1.5% | -3.8% | +5.3% | +2.2% |
| 30D | +3.4% | -2.4% | +5.7% | +3.7% |
| 3M | +17.4% | -12.7% | +30.1% | +20.4% |
| 6M | -12.2% | -20.0% | +7.9% | -8.7% |
| YTD | -13.1% | -30.3% | +17.2% | -7.1% |
| 1Y | -11.1% | -42.4% | +31.3% | -1.1% |
| 3Y | +82.1% | -27.5% | +109.6% | +83.0% |
| 5Y | +10.3% | -14.9% | +25.2% | -4.6% |
| All | +1,811.8% | +198.2% | +1,613.7% | +1,192.6% |
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 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