+42.8%
TSM vs PDD
-42.6%
+85.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.3% |
| 6M | +0.2% | -20.7% | +20.9% | +8.2% |
| YTD | +32.2% | -30.4% | +62.6% | +49.2% |
| 1Y | +42.8% | -41.3% | +84.1% | +66.3% |
| All | +42.8% | -42.6% | +85.4% | +66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling