-72.0%
TTD vs PDD
-38.2%
-33.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.4% |
| 7D | +3.7% | +6.0% | -2.4% | +2.4% |
| 30D | +10.4% | +5.5% | +5.0% | +9.3% |
| 3M | -31.6% | -9.8% | -21.8% | -30.4% |
| 6M | -45.1% | -16.0% | -29.1% | -45.2% |
| YTD | -65.1% | -27.6% | -37.6% | -63.8% |
| 1Y | -72.0% | -38.6% | -33.4% | -69.1% |
| All | -72.0% | -38.2% | -33.8% | -69.1% |
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 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