+198.7%
PDD vs PFGC
+149.5%
+49.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.6% |
| 7D | -4.1% | -2.4% | -1.7% | -3.6% |
| 30D | -13.1% | -15.8% | +2.7% | -10.1% |
| 3M | -3.5% | -0.6% | -2.9% | -3.5% |
| 6M | -21.8% | +10.7% | -32.5% | -23.6% |
| YTD | -29.7% | +7.6% | -37.3% | -31.2% |
| 1Y | -36.2% | -7.8% | -28.4% | -35.7% |
| 3Y | -16.4% | +63.7% | -80.1% | -26.5% |
| 5Y | -23.8% | +112.3% | -136.1% | -36.0% |
| All | +198.7% | +149.5% | +49.2% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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