-27.2%
PDD vs TROW
+37.2%
-64.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -1.0% | +4.4% | -5.4% | -2.6% |
| 30D | -2.4% | +5.5% | -7.9% | -4.5% |
| 3M | -14.6% | -1.3% | -13.3% | -14.4% |
| 6M | -19.6% | +7.9% | -27.5% | -22.5% |
| YTD | -30.0% | +12.6% | -42.6% | -33.8% |
| 1Y | -42.5% | +13.3% | -55.9% | -45.8% |
| 3Y | -27.2% | +38.6% | -65.8% | -40.4% |
| All | -27.2% | +37.2% | -64.4% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling