-72.2%
TTD vs PDD
-33.4%
-38.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.5% |
| 7D | +6.3% | -4.1% | +10.4% | +7.3% |
| 30D | -23.9% | -9.6% | -14.3% | -22.3% |
| 3M | -31.4% | -4.3% | -27.1% | -31.9% |
| 6M | -42.7% | -18.8% | -23.9% | -41.5% |
| YTD | -62.0% | -27.5% | -34.5% | -59.7% |
| 1Y | -72.2% | -33.6% | -38.6% | -69.4% |
| All | -72.2% | -33.4% | -38.8% | -69.4% |
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