+9.3%
PCG vs PDD
-16.7%
+26.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.1% |
| 7D | +2.2% | -4.9% | +7.0% | +2.4% |
| 30D | +0.8% | -3.0% | +3.8% | +0.9% |
| 3M | -23.8% | -6.2% | -17.6% | -23.5% |
| 6M | -19.6% | -20.7% | +1.1% | -18.7% |
| YTD | -16.7% | -30.4% | +13.6% | -15.2% |
| 1Y | -19.4% | -41.3% | +21.9% | -17.1% |
| 3Y | -18.3% | -27.7% | +9.4% | -18.5% |
| All | +9.3% | -16.7% | +26.0% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling