+194.4%
PDD vs TROW
+18.6%
+175.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | -4.4% | -1.5% | -2.9% | -3.7% |
| 30D | -15.5% | -5.3% | -10.2% | -13.1% |
| 3M | -4.1% | +2.9% | -7.0% | -6.0% |
| 6M | -23.4% | +22.2% | -45.6% | -31.4% |
| YTD | -30.7% | +8.1% | -38.8% | -34.1% |
| 1Y | -37.6% | +5.8% | -43.5% | -40.2% |
| 3Y | -17.5% | +14.0% | -31.6% | -26.3% |
| 5Y | -24.6% | -38.3% | +13.7% | -10.3% |
| All | +194.4% | +18.6% | +175.8% | +244.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling