-23.7%
PDD vs PENG
+115.2%
-138.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -0.5% |
| 7D | -4.1% | +4.5% | -8.6% | -4.9% |
| 30D | -9.6% | -7.1% | -2.5% | -8.9% |
| 3M | -4.3% | -27.3% | +23.0% | -2.2% |
| 6M | -18.8% | +169.6% | -188.3% | -41.6% |
| YTD | -27.5% | +164.6% | -192.1% | -48.1% |
| 1Y | -33.6% | +109.5% | -143.1% | -50.1% |
| 3Y | -20.4% | +98.9% | -119.3% | -46.2% |
| All | -23.7% | +115.2% | -138.9% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling