+235.8%
TRV vs PDD
+196.6%
+39.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.3% |
| 7D | +0.2% | -4.4% | +4.6% | +0.3% |
| 30D | -2.3% | -15.5% | +13.1% | -2.1% |
| 3M | +22.7% | -4.1% | +26.7% | +22.7% |
| 6M | +21.9% | -23.4% | +45.4% | +22.4% |
| YTD | +27.5% | -30.7% | +58.1% | +28.1% |
| 1Y | +36.2% | -37.6% | +73.9% | +37.1% |
| 3Y | +140.6% | -17.5% | +158.1% | +139.5% |
| 5Y | +154.5% | -24.6% | +179.1% | +152.7% |
| All | +235.8% | +196.6% | +39.2% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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