-36.7%
PDD vs TRU
-15.9%
-20.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.7% |
| 7D | -4.1% | -7.2% | +3.1% | -3.3% |
| 30D | -13.1% | -2.8% | -10.3% | -12.9% |
| 3M | -3.5% | +13.0% | -16.5% | -5.0% |
| 6M | -21.8% | +0.7% | -22.5% | -22.8% |
| YTD | -29.7% | -9.0% | -20.7% | -30.6% |
| All | -36.7% | -15.9% | -20.9% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling