+207.9%
PDD vs PENG
+225.5%
-17.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -0.6% |
| 7D | -4.1% | +4.5% | -8.6% | -5.0% |
| 30D | -9.6% | -7.1% | -2.5% | -8.8% |
| 3M | -4.3% | -27.3% | +23.0% | -2.2% |
| 6M | -18.8% | +169.6% | -188.3% | -40.6% |
| YTD | -27.5% | +164.6% | -192.1% | -47.1% |
| 1Y | -33.6% | +109.5% | -143.1% | -49.3% |
| 3Y | -20.4% | +98.9% | -119.3% | -44.9% |
| 5Y | -19.6% | +116.3% | -135.8% | -47.0% |
| All | +207.9% | +225.5% | -17.6% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling