+238.1%
TRV vs PDD
+210.2%
+27.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -0.1% | -4.1% | +3.9% | -0.1% |
| 30D | -3.4% | -9.6% | +6.2% | -3.3% |
| 3M | +26.4% | -4.3% | +30.7% | +26.4% |
| 6M | +19.3% | -18.8% | +38.1% | +19.6% |
| YTD | +28.3% | -27.5% | +55.8% | +28.9% |
| 1Y | +34.3% | -33.6% | +67.9% | +35.0% |
| 3Y | +140.1% | -20.4% | +160.5% | +139.3% |
| 5Y | +155.7% | -19.6% | +175.3% | +153.6% |
| All | +238.1% | +210.2% | +27.9% | +201.7% |
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