+54.5%
PCG vs PDD
-22.7%
+77.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.4% |
| 7D | -13.9% | -4.1% | -9.8% | -13.6% |
| 30D | -16.9% | -9.6% | -7.3% | -16.4% |
| 3M | -14.7% | -4.3% | -10.5% | -14.6% |
| 6M | -23.8% | -18.8% | -5.1% | -23.0% |
| YTD | -10.5% | -27.5% | +17.0% | -9.0% |
| 1Y | -5.1% | -33.6% | +28.5% | -3.0% |
| 3Y | -11.6% | -20.4% | +8.8% | -12.4% |
| All | +54.5% | -22.7% | +77.1% | +57.1% |
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