+207.9%
PDD vs TRU
+11.6%
+196.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.9% | +6.6% | +2.6% |
| 7D | -4.1% | -6.8% | +2.7% | -2.0% |
| 30D | -9.6% | 0.0% | -9.6% | -9.8% |
| 3M | -4.3% | +13.3% | -17.6% | -8.6% |
| 6M | -18.8% | +3.4% | -22.2% | -20.6% |
| YTD | -27.5% | -6.4% | -21.1% | -27.4% |
| 1Y | -33.6% | -9.7% | -23.9% | -33.3% |
| 3Y | -20.4% | +0.1% | -20.6% | -27.1% |
| 5Y | -19.6% | -34.0% | +14.5% | -14.0% |
| All | +207.9% | +11.6% | +196.3% | +200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling