+0.3%
PDD vs PLUG
-96.6%
+96.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.5% | +9.7% | +3.3% |
| 7D | +5.9% | -4.9% | +10.8% | +6.5% |
| 30D | +7.1% | -27.4% | +34.5% | +12.0% |
| 3M | -7.7% | -35.7% | +28.0% | -2.0% |
| 6M | -13.2% | -59.3% | +46.1% | -2.5% |
| YTD | -26.0% | -31.5% | +5.5% | -25.6% |
| 1Y | -38.4% | -48.9% | +10.4% | -35.5% |
| 3Y | -21.1% | -79.6% | +58.5% | -17.9% |
| 5Y | +0.3% | -96.5% | +96.8% | +117.6% |
| All | +0.3% | -96.6% | +96.9% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling