-23.8%
PDD vs TRGP
+631.5%
-655.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.4% |
| 7D | -4.1% | -0.6% | -3.5% | -4.0% |
| 30D | -13.1% | +14.6% | -27.7% | -16.6% |
| 3M | -3.5% | +11.9% | -15.4% | -7.3% |
| 6M | -21.8% | +25.3% | -47.1% | -27.9% |
| YTD | -29.7% | +61.9% | -91.5% | -40.6% |
| 1Y | -36.2% | +87.3% | -123.5% | -49.1% |
| 3Y | -16.4% | +268.0% | -284.3% | -54.6% |
| 5Y | -23.8% | +638.2% | -662.1% | -70.0% |
| All | -23.8% | +631.5% | -655.3% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 5y: compounded portfolio wealth divided by compounded TRGP 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…
5y analysis · Full analysis span regression · 6 months rolling