+74.7%
TSLA vs PDD
-28.8%
+103.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +1.5% | -3.8% | +5.3% | +2.0% |
| 30D | +3.4% | -2.4% | +5.7% | +3.6% |
| 3M | +17.4% | -12.7% | +30.1% | +19.6% |
| 6M | -12.2% | -20.0% | +7.9% | -9.5% |
| YTD | -13.1% | -30.3% | +17.2% | -8.6% |
| 1Y | -11.1% | -42.4% | +31.3% | -3.7% |
| All | +74.7% | -28.8% | +103.5% | +72.6% |
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 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