+207.9%
PDD vs TRMB
+67.7%
+140.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.2% |
| 7D | -4.1% | -2.5% | -1.5% | -2.9% |
| 30D | -9.6% | +1.5% | -11.1% | -10.5% |
| 3M | -4.3% | +6.8% | -11.0% | -7.8% |
| 6M | -18.8% | -14.9% | -3.8% | -13.4% |
| YTD | -27.5% | -24.1% | -3.4% | -18.7% |
| 1Y | -33.6% | -25.4% | -8.2% | -25.4% |
| 3Y | -20.4% | +8.0% | -28.4% | -29.1% |
| 5Y | -19.6% | -37.3% | +17.7% | -7.5% |
| All | +207.9% | +67.7% | +140.2% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling