+211.0%
PDD vs PLUG
-26.4%
+237.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.4% | -8.5% | -2.2% |
| 7D | +5.6% | +5.8% | -0.2% | +4.5% |
| 30D | +5.8% | -18.5% | +24.3% | +8.7% |
| 3M | -8.6% | -30.0% | +21.3% | -4.3% |
| 6M | -18.8% | -56.2% | +37.3% | -9.8% |
| YTD | -26.8% | -26.4% | -0.4% | -27.0% |
| 1Y | -39.3% | -42.2% | +3.0% | -37.5% |
| 3Y | -22.5% | -76.8% | +54.3% | -23.8% |
| 5Y | -0.8% | -96.2% | +95.5% | +35.8% |
| All | +211.0% | -26.4% | +237.4% | +235.3% |
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