-38.6%
PDD vs PGR
+21.4%
-60.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +2.3% |
| 7D | +6.0% | +4.1% | +2.0% | +5.9% |
| 30D | +5.5% | +10.4% | -5.0% | +5.1% |
| 3M | -9.8% | +11.4% | -21.2% | -10.1% |
| 6M | -16.0% | +17.9% | -33.9% | -16.1% |
| YTD | -27.6% | +9.8% | -37.3% | -27.2% |
| 1Y | -38.6% | +19.3% | -57.9% | -37.0% |
| All | -38.6% | +21.4% | -60.0% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling