-21.0%
PCG vs PDD
-23.2%
+2.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -1.6% | +5.6% | -7.2% | -1.7% |
| 30D | +1.4% | +5.8% | -4.4% | +1.2% |
| 3M | -23.4% | -8.6% | -14.8% | -23.3% |
| 6M | -19.4% | -18.8% | -0.5% | -19.0% |
| YTD | -18.5% | -26.8% | +8.3% | -17.9% |
| 1Y | -19.5% | -39.3% | +19.7% | -18.5% |
| 3Y | -21.0% | -22.5% | +1.5% | -18.0% |
| All | -21.0% | -23.2% | +2.2% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling