-23.7%
PDD vs PFGC
+111.4%
-135.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -4.1% | -2.2% | -1.9% | -3.0% |
| 30D | -9.6% | -11.9% | +2.3% | -4.1% |
| 3M | -4.3% | +5.0% | -9.3% | -7.2% |
| 6M | -18.8% | +8.6% | -27.4% | -23.0% |
| YTD | -27.5% | +9.7% | -37.2% | -32.5% |
| 1Y | -33.6% | -6.3% | -27.3% | -33.0% |
| 3Y | -20.4% | +58.2% | -78.6% | -45.6% |
| All | -23.7% | +111.4% | -135.1% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling