-69.4%
PCG vs PDD
+210.0%
-279.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.6% | +0.6% |
| 7D | +1.9% | +6.0% | -4.1% | +1.4% |
| 30D | +8.5% | +5.5% | +3.0% | +8.0% |
| 3M | -22.9% | -9.8% | -13.1% | -22.3% |
| 6M | -16.8% | -16.0% | -0.8% | -15.8% |
| YTD | -15.8% | -27.6% | +11.8% | -13.9% |
| 1Y | -16.0% | -38.6% | +22.6% | -12.9% |
| 3Y | -18.9% | -22.8% | +3.9% | -19.6% |
| 5Y | +17.4% | -5.2% | +22.6% | +7.6% |
| All | -69.4% | +210.0% | -279.4% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling