-23.7%
PDD vs PEG
+35.8%
-59.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.7% |
| 7D | -4.1% | +0.7% | -4.8% | -4.1% |
| 30D | -9.6% | -2.4% | -7.2% | -9.5% |
| 3M | -4.3% | -4.8% | +0.5% | -4.1% |
| 6M | -18.8% | -10.7% | -8.1% | -18.2% |
| YTD | -27.5% | -6.7% | -20.8% | -27.3% |
| 1Y | -33.6% | -6.8% | -26.8% | -33.4% |
| 3Y | -20.4% | +34.5% | -54.9% | -23.0% |
| All | -23.7% | +35.8% | -59.5% | -29.3% |
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