+194.4%
PDD vs TRU
+7.6%
+186.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.2% |
| 7D | -4.4% | -6.5% | +2.1% | -2.5% |
| 30D | -15.5% | -2.5% | -13.0% | -15.0% |
| 3M | -4.1% | +10.4% | -14.4% | -7.7% |
| 6M | -23.4% | +1.6% | -25.1% | -24.7% |
| YTD | -30.7% | -9.7% | -21.0% | -29.8% |
| 1Y | -37.6% | -17.3% | -20.4% | -35.4% |
| 3Y | -17.5% | -1.8% | -15.7% | -24.2% |
| 5Y | -24.6% | -36.2% | +11.6% | -18.5% |
| All | +194.4% | +7.6% | +186.8% | +190.2% |
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