-0.3%
PDD vs TRU
-26.8%
+26.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | +5.6% | +5.7% | -0.1% | +4.0% |
| 30D | +5.8% | +29.2% | -23.5% | -2.2% |
| 3M | -8.6% | +2.7% | -11.3% | -9.9% |
| 6M | -18.8% | +15.2% | -34.0% | -23.2% |
| YTD | -26.8% | -4.9% | -21.9% | -27.3% |
| 1Y | -39.3% | +3.4% | -42.7% | -41.5% |
| 3Y | -22.5% | +63.2% | -85.7% | -42.6% |
| All | -0.3% | -26.8% | +26.5% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling