-24.6%
PDD vs TRI
-10.1%
-14.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.0% |
| 7D | -4.4% | -8.4% | +4.0% | -2.6% |
| 30D | -15.5% | -6.5% | -9.0% | -14.5% |
| 3M | -4.1% | +18.6% | -22.6% | -9.2% |
| 6M | -23.4% | -10.4% | -13.0% | -22.1% |
| YTD | -30.7% | -23.7% | -7.0% | -24.6% |
| 1Y | -37.6% | -42.5% | +4.8% | -23.2% |
| 3Y | -17.5% | -19.3% | +1.7% | -24.2% |
| 5Y | -24.6% | -9.7% | -15.0% | -42.0% |
| All | -24.6% | -10.1% | -14.5% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling