+63.4%
TSLA vs PDD
-23.2%
+86.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.4% |
| 7D | -10.4% | +5.6% | -16.0% | -11.2% |
| 30D | -5.2% | +5.8% | -11.0% | -6.1% |
| 3M | +12.1% | -8.6% | +20.7% | +13.5% |
| 6M | -10.2% | -18.8% | +8.7% | -7.5% |
| YTD | -20.3% | -26.8% | +6.4% | -16.8% |
| 1Y | -19.7% | -39.3% | +19.6% | -13.5% |
| 3Y | +63.4% | -22.5% | +85.9% | +57.1% |
| All | +63.4% | -23.2% | +86.6% | +57.1% |
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