-38.1%
PDD vs PGR
-6.1%
-32.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -5.4% | -0.6% | -4.7% | -5.4% |
| 30D | -12.6% | +4.9% | -17.6% | -12.6% |
| 3M | -4.3% | +7.6% | -11.9% | -3.8% |
| 6M | -24.4% | +8.3% | -32.7% | -24.1% |
| YTD | -31.4% | +1.7% | -33.1% | -31.1% |
| 1Y | -38.1% | -6.8% | -31.3% | -38.0% |
| All | -38.1% | -6.1% | -32.0% | -38.0% |
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