+195.8%
PDD vs TRI
+203.3%
-7.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | -4.9% | -2.9% | -2.0% | -4.0% |
| 30D | -3.0% | +3.7% | -6.7% | -4.5% |
| 3M | -6.2% | +3.7% | -9.9% | -8.2% |
| 6M | -20.7% | +35.1% | -55.8% | -30.1% |
| YTD | -30.4% | -14.0% | -16.3% | -27.9% |
| 1Y | -41.3% | -19.0% | -22.3% | -37.5% |
| 3Y | -27.7% | -12.0% | -15.7% | -30.8% |
| 5Y | -16.9% | +0.6% | -17.5% | -28.7% |
| All | +195.8% | +203.3% | -7.6% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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