+173.8%
TRV vs PDD
-1.2%
+175.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.9% |
| 7D | -0.3% | +5.6% | -5.9% | -0.3% |
| 30D | +9.6% | +5.8% | +3.8% | +9.6% |
| 3M | +2.7% | -8.6% | +11.3% | +2.7% |
| 6M | +32.0% | -18.8% | +50.9% | +32.0% |
| YTD | +37.8% | -26.8% | +64.6% | +37.8% |
| 1Y | +45.2% | -39.3% | +84.5% | +45.2% |
| 3Y | +145.3% | -22.5% | +167.8% | +144.9% |
| All | +173.8% | -1.2% | +175.1% | +188.9% |
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 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