-21.6%
PDD vs PLUG
-79.9%
+58.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.5% | +9.7% | +2.6% |
| 7D | +5.9% | -4.9% | +10.8% | +6.1% |
| 30D | +7.1% | -27.4% | +34.5% | +8.8% |
| 3M | -7.7% | -35.7% | +28.0% | -5.7% |
| 6M | -13.2% | -59.3% | +46.1% | -9.4% |
| YTD | -26.0% | -31.5% | +5.5% | -25.7% |
| 1Y | -38.4% | -48.9% | +10.4% | -37.3% |
| All | -21.6% | -79.9% | +58.2% | -21.0% |
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