-38.6%
PDD vs PPG
+38.5%
-77.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.5% | +1.4% |
| 7D | +6.0% | +7.5% | -1.4% | +4.4% |
| 30D | +5.5% | +20.9% | -15.4% | +1.3% |
| 3M | -9.8% | +8.7% | -18.5% | -11.4% |
| 6M | -16.0% | +23.8% | -39.8% | -21.1% |
| YTD | -27.6% | +26.5% | -54.1% | -33.3% |
| 1Y | -38.6% | +37.6% | -76.2% | -44.9% |
| All | -38.6% | +38.5% | -77.1% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling