+198.7%
PDD vs PEG
+87.9%
+110.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.0% |
| 7D | -4.1% | +1.0% | -5.1% | -4.2% |
| 30D | -13.1% | -1.9% | -11.2% | -13.0% |
| 3M | -3.5% | -3.7% | +0.2% | -3.3% |
| 6M | -21.8% | -9.4% | -12.4% | -21.3% |
| YTD | -29.7% | -6.0% | -23.7% | -29.4% |
| 1Y | -36.2% | -4.4% | -31.9% | -36.1% |
| 3Y | -16.4% | +33.5% | -49.9% | -19.0% |
| 5Y | -23.8% | +35.7% | -59.6% | -26.8% |
| All | +198.7% | +87.9% | +110.8% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling