+214.4%
PDD vs PEGA
+19.8%
+194.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.9% |
| 7D | +5.9% | -1.6% | +7.5% | +6.4% |
| 30D | +7.1% | -3.0% | +10.1% | +7.9% |
| 3M | -7.7% | +5.8% | -13.5% | -10.2% |
| 6M | -13.2% | -8.8% | -4.4% | -12.3% |
| YTD | -26.0% | -43.5% | +17.6% | -13.8% |
| 1Y | -38.4% | -43.4% | +5.0% | -28.5% |
| 3Y | -21.1% | +48.6% | -69.7% | -46.3% |
| 5Y | +0.3% | -43.3% | +43.7% | +7.5% |
| All | +214.4% | +19.8% | +194.7% | +83.8% |
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