-13.6%
PDD vs PFGC
+138.1%
-151.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | -4.9% | +3.4% | -8.3% | -6.5% |
| 30D | -3.0% | +16.9% | -20.0% | -10.6% |
| 3M | -6.2% | +6.4% | -12.6% | -9.6% |
| 6M | -20.7% | +16.0% | -36.7% | -27.5% |
| YTD | -30.4% | +23.6% | -54.0% | -39.4% |
| 1Y | -41.3% | +16.6% | -57.9% | -47.3% |
| 3Y | -27.7% | +82.3% | -110.0% | -55.3% |
| All | -13.6% | +138.1% | -151.7% | -59.4% |
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