+191.5%
PDD vs TROW
+18.4%
+173.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.6% | -3.0% | -1.6% | -3.1% |
| 30D | -14.0% | -5.5% | -8.5% | -11.5% |
| 3M | -4.9% | +2.3% | -7.1% | -6.4% |
| 6M | -25.8% | +23.9% | -49.7% | -34.0% |
| YTD | -31.4% | +7.9% | -39.2% | -34.7% |
| 1Y | -37.6% | +6.1% | -43.7% | -40.2% |
| 3Y | -18.4% | +13.8% | -32.2% | -27.0% |
| 5Y | -25.0% | -38.2% | +13.2% | -10.7% |
| All | +191.5% | +18.4% | +173.1% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TROW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling