+72.2%
TTD vs PDD
+198.2%
-125.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | +20.8% | -3.8% | +24.6% | +21.9% |
| 30D | +33.8% | -2.4% | +36.2% | +34.5% |
| 3M | +17.8% | -12.7% | +30.5% | +21.7% |
| 6M | -25.7% | -20.0% | -5.7% | -21.8% |
| YTD | -57.9% | -30.3% | -27.6% | -54.1% |
| 1Y | -63.8% | -42.4% | -21.5% | -58.5% |
| 3Y | -75.0% | -27.5% | -47.5% | -75.2% |
| 5Y | -82.5% | -14.9% | -67.6% | -85.7% |
| All | +72.2% | +198.2% | -125.9% | -10.0% |
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