+197.4%
PDD vs PLUG
-30.5%
+227.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.7% | +7.3% | -0.1% |
| 7D | -1.0% | -2.8% | +1.9% | -0.7% |
| 30D | -2.4% | -18.5% | +16.1% | +0.2% |
| 3M | -14.6% | -35.1% | +20.4% | -9.6% |
| 6M | -19.6% | -56.1% | +36.5% | -10.8% |
| YTD | -30.0% | -30.5% | +0.5% | -29.7% |
| 1Y | -42.5% | -46.5% | +4.0% | -40.2% |
| 3Y | -27.2% | -61.2% | +34.0% | -34.7% |
| 5Y | -8.2% | -96.6% | +88.4% | +27.6% |
| All | +197.4% | -30.5% | +227.8% | +223.1% |
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