-69.8%
PCG vs PDD
+199.6%
-269.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | -0.5% | -1.0% | +0.5% | -0.4% |
| 30D | +0.8% | -2.4% | +3.2% | +0.9% |
| 3M | -22.0% | -14.6% | -7.4% | -21.1% |
| 6M | -17.1% | -19.6% | +2.5% | -15.8% |
| YTD | -16.9% | -30.0% | +13.1% | -14.7% |
| 1Y | -19.1% | -42.5% | +23.5% | -15.7% |
| 3Y | -19.4% | -27.2% | +7.7% | -19.7% |
| 5Y | +9.0% | -8.2% | +17.2% | +0.2% |
| All | -69.8% | +199.6% | -269.4% | -78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling