+38.0%
TSLA vs PDD
-17.2%
+55.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.0% |
| 7D | +1.5% | -4.1% | +5.6% | +2.2% |
| 30D | +10.1% | -9.6% | +19.7% | +11.9% |
| 3M | -15.4% | -4.3% | -11.1% | -15.0% |
| 6M | -12.8% | -18.8% | +6.0% | -10.1% |
| YTD | -21.3% | -27.5% | +6.2% | -17.4% |
| 1Y | +4.6% | -33.6% | +38.2% | +11.6% |
| All | +38.0% | -17.2% | +55.3% | +30.1% |
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