-20.1%
PDD vs PGR
+75.0%
-95.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.0% |
| 3M | -4.3% | +7.6% | -11.9% | -2.9% |
| 6M | -24.4% | +8.3% | -32.7% | -23.2% |
| YTD | -31.4% | +1.7% | -33.1% | -31.0% |
| 1Y | -38.1% | -6.8% | -31.3% | -38.8% |
| 3Y | -20.1% | +73.4% | -93.6% | -11.3% |
| All | -20.1% | +75.0% | -95.1% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling