+207.9%
PDD vs PFG
+189.9%
+18.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.2% |
| 7D | -4.1% | +5.5% | -9.6% | -5.7% |
| 30D | -9.6% | +2.4% | -12.0% | -10.4% |
| 3M | -4.3% | +13.6% | -17.9% | -8.1% |
| 6M | -18.8% | +27.9% | -46.6% | -24.7% |
| YTD | -27.5% | +35.6% | -63.1% | -34.0% |
| 1Y | -33.6% | +48.5% | -82.1% | -41.4% |
| 3Y | -20.4% | +66.9% | -87.3% | -32.9% |
| 5Y | -19.6% | +111.0% | -130.5% | -36.0% |
| All | +207.9% | +189.9% | +18.0% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling