+201.5%
PDD vs TRI
+200.6%
+0.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.7% | -1.9% |
| 7D | -1.4% | -11.4% | +10.0% | +2.0% |
| 30D | -1.0% | +4.9% | -6.0% | -2.9% |
| 3M | -12.3% | +7.0% | -19.3% | -15.1% |
| 6M | -18.5% | +18.2% | -36.7% | -24.8% |
| YTD | -29.0% | -14.8% | -14.2% | -26.3% |
| 1Y | -40.7% | -18.0% | -22.8% | -37.4% |
| 3Y | -25.7% | -12.0% | -13.7% | -29.1% |
| 5Y | -3.3% | -0.8% | -2.5% | -16.7% |
| All | +201.5% | +200.6% | +0.9% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling