+197.4%
PDD vs TRU
+14.7%
+182.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -1.0% | +4.6% | -5.5% | -2.4% |
| 30D | -2.4% | +25.4% | -27.8% | -9.5% |
| 3M | -14.6% | +4.0% | -18.6% | -16.3% |
| 6M | -19.6% | +14.5% | -34.1% | -24.1% |
| YTD | -30.0% | -3.7% | -26.2% | -30.9% |
| 1Y | -42.5% | +2.8% | -45.3% | -44.7% |
| 3Y | -27.2% | +58.5% | -85.7% | -44.2% |
| 5Y | -8.2% | -25.0% | +16.8% | -6.6% |
| All | +197.4% | +14.7% | +182.6% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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