-21.6%
PDD vs PENG
+153.0%
-174.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -23.0% | +25.2% | +3.8% |
| 7D | +5.9% | -36.7% | +42.6% | +9.0% |
| 30D | +7.1% | -42.0% | +49.1% | +10.6% |
| 3M | -7.7% | -33.2% | +25.5% | -6.3% |
| 6M | -13.2% | +2.1% | -15.3% | -20.0% |
| YTD | -26.0% | +90.3% | -116.2% | -38.9% |
| 1Y | -38.4% | +67.7% | -106.1% | -48.3% |
| All | -21.6% | +153.0% | -174.7% | -37.6% |
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 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