+195.8%
PDD vs TRU
+13.4%
+182.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -3.0% | +21.3% | -24.4% | -9.1% |
| 3M | -6.2% | +0.2% | -6.4% | -6.9% |
| 6M | -20.7% | +22.4% | -43.1% | -26.7% |
| YTD | -30.4% | -4.8% | -25.5% | -31.0% |
| 1Y | -41.3% | -0.2% | -41.1% | -42.9% |
| 3Y | -27.7% | +57.9% | -85.6% | -44.6% |
| 5Y | -16.9% | -26.1% | +9.3% | -15.0% |
| All | +195.8% | +13.4% | +182.3% | +185.1% |
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