-16.4%
PDD vs TRI
-17.7%
+1.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -2.4% |
| 7D | -4.1% | -7.1% | +3.0% | -3.5% |
| 30D | -13.1% | -2.3% | -10.8% | -13.0% |
| 3M | -3.5% | +19.6% | -23.0% | -5.3% |
| 6M | -21.8% | -8.7% | -13.1% | -21.6% |
| YTD | -29.7% | -22.3% | -7.4% | -27.5% |
| 1Y | -36.2% | -40.7% | +4.5% | -31.3% |
| 3Y | -16.4% | -17.8% | +1.4% | -13.8% |
| All | -16.4% | -17.7% | +1.3% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling