+194.4%
PDD vs PGR
+357.6%
-163.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -4.4% | -2.7% | -1.8% | -4.2% |
| 30D | -15.5% | +0.7% | -16.2% | -15.6% |
| 3M | -4.1% | +7.7% | -11.8% | -4.9% |
| 6M | -23.4% | +4.3% | -27.7% | -23.9% |
| YTD | -30.7% | +0.7% | -31.4% | -30.9% |
| 1Y | -37.6% | -5.7% | -32.0% | -37.4% |
| 3Y | -17.5% | +73.7% | -91.2% | -26.8% |
| 5Y | -24.6% | +158.4% | -183.0% | -40.2% |
| All | +194.4% | +357.6% | -163.2% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling