-17.6%
PCG vs PDD
-37.6%
+20.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.3% |
| 7D | 0.0% | +5.9% | -5.9% | -0.1% |
| 30D | +5.8% | +7.1% | -1.2% | +5.6% |
| 3M | -22.8% | -7.7% | -15.1% | -22.8% |
| 6M | -18.4% | -13.2% | -5.2% | -18.2% |
| YTD | -16.9% | -26.0% | +9.1% | -15.9% |
| 1Y | -17.6% | -38.4% | +20.8% | -15.5% |
| All | -17.6% | -37.6% | +20.0% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling