+190.4%
PDD vs PFGC
+183.4%
+7.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.6% |
| 7D | -7.6% | +0.3% | -7.9% | -7.7% |
| 30D | -5.4% | +16.1% | -21.5% | -8.4% |
| 3M | -12.9% | +2.4% | -15.3% | -13.6% |
| 6M | -19.0% | +15.7% | -34.7% | -21.8% |
| YTD | -31.6% | +22.3% | -53.9% | -35.0% |
| 1Y | -43.0% | +13.9% | -56.9% | -45.1% |
| 3Y | -28.9% | +80.3% | -109.2% | -38.8% |
| 5Y | -18.4% | +136.1% | -154.5% | -33.1% |
| All | +190.4% | +183.4% | +7.0% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling