+191.4%
PDD vs PGR
+362.1%
-170.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -5.4% | -0.6% | -4.7% | -5.3% |
| 30D | -12.6% | +4.9% | -17.6% | -13.1% |
| 3M | -4.3% | +7.6% | -11.9% | -5.1% |
| 6M | -24.4% | +8.3% | -32.7% | -25.2% |
| YTD | -31.4% | +1.7% | -33.1% | -31.7% |
| 1Y | -38.1% | -6.8% | -31.3% | -37.8% |
| 3Y | -20.1% | +73.4% | -93.6% | -29.0% |
| 5Y | -25.0% | +161.2% | -186.2% | -40.6% |
| All | +191.4% | +362.1% | -170.7% | +80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling