-13.6%
PDD vs PEG
+43.5%
-57.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.8% |
| 7D | -4.9% | +4.5% | -9.4% | -5.2% |
| 30D | -3.0% | +7.5% | -10.6% | -3.5% |
| 3M | -6.2% | +0.8% | -7.0% | -6.2% |
| 6M | -20.7% | 0.0% | -20.7% | -20.8% |
| YTD | -30.4% | -3.0% | -27.3% | -30.3% |
| 1Y | -41.3% | -4.7% | -36.5% | -41.1% |
| 3Y | -27.7% | +36.5% | -64.2% | -30.6% |
| All | -13.6% | +43.5% | -57.0% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling