-22.5%
PDD vs PLUG
-78.4%
+55.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.4% | -8.5% | -1.5% |
| 7D | +5.6% | +5.8% | -0.2% | +5.2% |
| 30D | +5.8% | -18.5% | +24.3% | +6.8% |
| 3M | -8.6% | -30.0% | +21.3% | -7.1% |
| 6M | -18.8% | -56.2% | +37.3% | -15.6% |
| YTD | -26.8% | -26.4% | -0.4% | -26.8% |
| 1Y | -39.3% | -42.2% | +3.0% | -38.6% |
| 3Y | -22.5% | -76.8% | +54.3% | -22.2% |
| All | -22.5% | -78.4% | +55.9% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling