-36.2%
PDD vs PFG
+48.9%
-85.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.6% |
| 7D | -4.1% | +6.0% | -10.1% | -5.7% |
| 30D | -13.1% | +2.2% | -15.3% | -13.7% |
| 3M | -3.5% | +10.4% | -13.8% | -7.1% |
| 6M | -21.8% | +27.8% | -49.6% | -28.5% |
| YTD | -29.7% | +33.6% | -63.3% | -36.0% |
| 1Y | -36.2% | +49.3% | -85.5% | -42.0% |
| All | -36.2% | +48.9% | -85.1% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling