+195.8%
PDD vs PLUG
-43.7%
+239.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -10.5% | +12.3% | +3.4% |
| 7D | -4.9% | -23.4% | +18.6% | -1.2% |
| 30D | -3.0% | -23.4% | +20.4% | +0.4% |
| 3M | -6.2% | -51.7% | +45.6% | +3.8% |
| 6M | -20.7% | -72.0% | +51.3% | -5.7% |
| YTD | -30.4% | -43.7% | +13.3% | -27.9% |
| 1Y | -41.3% | -55.4% | +14.1% | -37.2% |
| 3Y | -27.7% | -68.0% | +40.3% | -33.4% |
| 5Y | -16.9% | -97.4% | +80.6% | +20.4% |
| All | +195.8% | -43.7% | +239.4% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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