+1,051.0%
TSM vs PDD
+198.0%
+853.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -1.9% |
| 7D | +6.2% | -4.9% | +11.1% | +6.9% |
| 30D | -7.3% | -3.0% | -4.2% | -7.0% |
| 3M | -7.1% | -6.2% | -1.0% | -6.5% |
| 6M | +0.2% | -20.7% | +20.9% | +3.0% |
| YTD | +32.2% | -30.4% | +62.6% | +38.5% |
| 1Y | +42.8% | -41.3% | +84.1% | +53.2% |
| 3Y | +330.4% | -27.7% | +358.1% | +335.4% |
| 5Y | +263.9% | -16.9% | +280.8% | +235.1% |
| All | +1,051.0% | +198.0% | +853.0% | +697.8% |
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