+10.2%
PCG vs PDD
-3.2%
+13.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.4% | +1.5% |
| 7D | -1.1% | -1.4% | +0.4% | -1.0% |
| 30D | +0.1% | -1.0% | +1.1% | +0.1% |
| 3M | -24.4% | -12.3% | -12.2% | -23.9% |
| 6M | -17.7% | -18.5% | +0.8% | -16.8% |
| YTD | -17.4% | -29.0% | +11.6% | -16.0% |
| 1Y | -19.4% | -40.7% | +21.3% | -17.1% |
| 3Y | -18.6% | -25.7% | +7.1% | -18.9% |
| 5Y | +10.2% | -3.3% | +13.5% | +3.7% |
| All | +10.2% | -3.2% | +13.4% | +3.7% |
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