+198.7%
PDD vs TRMB
+65.7%
+133.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.5% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | -13.1% | -1.2% | -11.9% | -12.8% |
| 3M | -3.5% | +9.6% | -13.1% | -8.2% |
| 6M | -21.8% | -16.1% | -5.7% | -16.0% |
| YTD | -29.7% | -25.0% | -4.7% | -20.7% |
| 1Y | -36.2% | -27.7% | -8.5% | -27.2% |
| 3Y | -16.4% | +15.3% | -31.7% | -28.2% |
| 5Y | -23.8% | -37.4% | +13.6% | -12.2% |
| All | +198.7% | +65.7% | +133.0% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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