+207.7%
PDD vs PENG
+204.1%
+3.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -9.1% | +11.6% | +4.2% |
| 7D | +6.0% | -20.5% | +26.5% | +10.1% |
| 30D | +5.5% | -20.4% | +25.8% | +8.5% |
| 3M | -9.8% | -16.4% | +6.7% | -9.2% |
| 6M | -16.0% | +49.2% | -65.2% | -30.3% |
| YTD | -27.6% | +147.2% | -174.7% | -47.7% |
| 1Y | -38.6% | +124.7% | -163.3% | -54.8% |
| 3Y | -22.8% | +230.3% | -253.1% | -52.7% |
| 5Y | -5.2% | +71.4% | -76.6% | -35.6% |
| All | +207.7% | +204.1% | +3.6% | +89.4% |
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