-41.3%
PDD vs PENG
+130.4%
-171.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.3% | +1.8% |
| 7D | -4.9% | +13.2% | -18.1% | -4.8% |
| 30D | -3.0% | -29.9% | +26.9% | -2.4% |
| 3M | -6.2% | -22.2% | +16.1% | -5.8% |
| 6M | -20.7% | -1.9% | -18.8% | -24.8% |
| YTD | -30.4% | +142.1% | -172.5% | -45.4% |
| 1Y | -41.3% | +151.5% | -192.8% | -54.7% |
| All | -41.3% | +130.4% | -171.6% | -54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling