+0.9%
PDD vs TRMB
-38.8%
+39.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.7% |
| 7D | +5.9% | -17.9% | +23.8% | +15.2% |
| 30D | +7.1% | -12.0% | +19.1% | +12.1% |
| 3M | -7.7% | -8.4% | +0.7% | -5.8% |
| 6M | -13.2% | -21.5% | +8.3% | -4.5% |
| YTD | -26.0% | -31.5% | +5.6% | -12.6% |
| 1Y | -38.4% | -33.4% | -5.0% | -26.4% |
| 3Y | -21.1% | +26.5% | -47.6% | -43.2% |
| All | +0.9% | -38.8% | +39.7% | +47.8% |
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