-23.7%
PDD vs PLUG
-91.8%
+68.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.3% |
| 7D | -4.1% | -0.9% | -3.1% | -3.9% |
| 30D | -9.6% | +3.3% | -12.9% | -10.3% |
| 3M | -4.3% | -39.7% | +35.4% | +2.9% |
| 6M | -18.8% | -12.5% | -6.3% | -19.4% |
| YTD | -27.5% | +10.2% | -37.7% | -32.0% |
| 1Y | -33.6% | +50.7% | -84.3% | -44.0% |
| 3Y | -20.4% | -74.5% | +54.1% | -16.4% |
| All | -23.7% | -91.8% | +68.1% | +19.2% |
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 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