+197.4%
PDD vs PFG
+188.2%
+9.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -1.0% | +3.0% | -3.9% | -1.9% |
| 30D | -2.4% | +8.2% | -10.6% | -4.7% |
| 3M | -14.6% | +2.7% | -17.3% | -15.6% |
| 6M | -19.6% | +17.2% | -36.8% | -23.8% |
| YTD | -30.0% | +34.8% | -64.7% | -36.3% |
| 1Y | -42.5% | +43.6% | -86.1% | -48.8% |
| 3Y | -27.2% | +85.4% | -112.6% | -40.6% |
| 5Y | -8.2% | +102.2% | -110.4% | -26.5% |
| All | +197.4% | +188.2% | +9.1% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling