+141.1%
TRV vs PDD
-15.4%
+156.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -0.1% | -4.1% | +3.9% | -0.2% |
| 30D | -3.4% | -9.6% | +6.2% | -3.6% |
| 3M | +26.4% | -4.3% | +30.7% | +26.3% |
| 6M | +19.3% | -18.8% | +38.1% | +18.9% |
| YTD | +28.3% | -27.5% | +55.8% | +27.7% |
| 1Y | +34.3% | -33.6% | +67.9% | +33.4% |
| All | +141.1% | -15.4% | +156.5% | +150.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling