+153.9%
TRV vs PDD
-25.6%
+179.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -1.0% |
| 7D | +0.5% | -4.1% | +4.6% | +0.5% |
| 30D | -4.9% | -13.1% | +8.2% | -4.8% |
| 3M | +23.7% | -3.5% | +27.2% | +23.7% |
| 6M | +20.3% | -21.8% | +42.1% | +20.4% |
| YTD | +27.1% | -29.7% | +56.7% | +27.1% |
| 1Y | +35.3% | -36.2% | +71.6% | +35.5% |
| 3Y | +139.8% | -16.4% | +156.2% | +139.1% |
| 5Y | +153.9% | -23.8% | +177.7% | +179.8% |
| All | +153.9% | -25.6% | +179.5% | +179.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling