+195.9%
PDD vs TRMB
+59.2%
+136.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.9% |
| 7D | -3.8% | +4.1% | -7.9% | -5.6% |
| 30D | -2.4% | -5.1% | +2.7% | -1.6% |
| 3M | -12.7% | -2.6% | -10.1% | -13.4% |
| 6M | -20.0% | -2.7% | -17.3% | -21.0% |
| YTD | -30.3% | -27.9% | -2.4% | -21.4% |
| 1Y | -42.4% | -29.0% | -13.3% | -34.7% |
| 3Y | -27.5% | +35.0% | -62.5% | -43.3% |
| 5Y | -14.9% | -33.9% | +19.0% | -5.2% |
| All | +195.9% | +59.2% | +136.7% | +145.6% |
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