+211.0%
PDD vs TRMB
+52.6%
+158.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | +5.6% | -16.7% | +22.3% | +13.2% |
| 30D | +5.8% | -9.9% | +15.7% | +9.2% |
| 3M | -8.6% | -7.6% | -1.0% | -7.1% |
| 6M | -18.8% | -14.7% | -4.2% | -14.7% |
| YTD | -26.8% | -30.9% | +4.2% | -15.7% |
| 1Y | -39.3% | -31.3% | -7.9% | -30.1% |
| 3Y | -22.5% | +29.4% | -51.9% | -38.1% |
| 5Y | -0.8% | -37.4% | +36.6% | +13.1% |
| All | +211.0% | +52.6% | +158.4% | +163.3% |
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 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