-13.6%
PDD vs TRMB
-36.0%
+22.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -4.9% | +2.8% | -7.7% | -6.3% |
| 30D | -3.0% | -5.9% | +2.8% | -2.0% |
| 3M | -6.2% | -3.3% | -2.9% | -6.9% |
| 6M | -20.7% | +1.3% | -22.1% | -23.7% |
| YTD | -30.4% | -29.0% | -1.4% | -19.3% |
| 1Y | -41.3% | -27.8% | -13.5% | -32.7% |
| 3Y | -27.7% | +36.3% | -64.0% | -50.6% |
| All | -13.6% | -36.0% | +22.5% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling