-43.0%
PDD vs PEG
-7.6%
-35.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.8% |
| 7D | -7.6% | +2.3% | -10.0% | -7.4% |
| 30D | -5.4% | +6.1% | -11.5% | -4.9% |
| 3M | -12.9% | -0.5% | -12.4% | -13.0% |
| 6M | -19.0% | -3.2% | -15.9% | -19.5% |
| YTD | -31.6% | -4.4% | -27.2% | -31.4% |
| 1Y | -43.0% | -7.4% | -35.6% | -43.2% |
| All | -43.0% | -7.6% | -35.4% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling