+211.0%
PDD vs PEGA
+15.6%
+195.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | 0.0% |
| 7D | +5.6% | -4.5% | +10.1% | +7.2% |
| 30D | +5.8% | -5.7% | +11.4% | +7.5% |
| 3M | -8.6% | +2.6% | -11.2% | -10.3% |
| 6M | -18.8% | -10.6% | -8.2% | -17.4% |
| YTD | -26.8% | -45.5% | +18.7% | -13.7% |
| 1Y | -39.3% | -44.8% | +5.5% | -28.9% |
| 3Y | -22.5% | +45.5% | -68.0% | -47.1% |
| 5Y | -0.8% | -45.3% | +44.5% | +7.5% |
| All | +211.0% | +15.6% | +195.4% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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