-18.4%
PDD vs PFG
+95.0%
-113.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.1% |
| 7D | -7.6% | +0.1% | -7.8% | -7.8% |
| 30D | -5.4% | +5.0% | -10.4% | -7.9% |
| 3M | -12.9% | +0.1% | -13.0% | -13.6% |
| 6M | -19.0% | +13.8% | -32.8% | -25.1% |
| YTD | -31.6% | +31.2% | -62.9% | -41.5% |
| 1Y | -43.0% | +37.1% | -80.1% | -52.5% |
| 3Y | -28.9% | +80.6% | -109.5% | -52.3% |
| 5Y | -18.4% | +93.7% | -112.1% | -56.7% |
| All | -18.4% | +95.0% | -113.4% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling