+214.4%
PDD vs PENG
+134.1%
+80.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -23.0% | +25.2% | +6.5% |
| 7D | +5.9% | -36.7% | +42.6% | +13.9% |
| 30D | +7.1% | -42.0% | +49.1% | +16.1% |
| 3M | -7.7% | -33.2% | +25.5% | -3.9% |
| 6M | -13.2% | +2.1% | -15.3% | -22.7% |
| YTD | -26.0% | +90.3% | -116.2% | -44.3% |
| 1Y | -38.4% | +67.7% | -106.1% | -52.4% |
| 3Y | -21.1% | +154.2% | -175.3% | -49.7% |
| 5Y | +0.3% | +28.3% | -28.0% | -28.5% |
| All | +214.4% | +134.1% | +80.3% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling