-27.3%
PDD vs PENG
+192.0%
-219.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -1.2% |
| 7D | -1.0% | -16.1% | +15.1% | -0.1% |
| 30D | -2.4% | -41.5% | +39.1% | +1.1% |
| 3M | -14.6% | -19.1% | +4.5% | -14.5% |
| 6M | -19.6% | +0.9% | -20.5% | -24.5% |
| YTD | -30.0% | +128.2% | -158.2% | -43.0% |
| 1Y | -42.5% | +98.6% | -141.1% | -52.3% |
| All | -27.3% | +192.0% | -219.3% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling