+263.0%
TRV vs PDD
+203.8%
+59.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | 0.0% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | +7.2% | -1.0% | +8.2% | +7.2% |
| 3M | +3.2% | -12.3% | +15.5% | +3.4% |
| 6M | +33.6% | -18.5% | +52.1% | +34.0% |
| YTD | +37.8% | -29.0% | +66.8% | +38.4% |
| 1Y | +43.4% | -40.7% | +84.1% | +44.4% |
| 3Y | +146.7% | -25.7% | +172.3% | +146.2% |
| 5Y | +176.1% | -3.3% | +179.4% | +172.1% |
| All | +263.0% | +203.8% | +59.3% | +224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling