+190.4%
PDD vs PPG
+32.2%
+158.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -0.9% |
| 7D | -7.6% | -0.2% | -7.5% | -7.6% |
| 30D | -5.4% | +17.7% | -23.1% | -12.3% |
| 3M | -12.9% | +7.4% | -20.3% | -16.0% |
| 6M | -19.0% | +16.4% | -35.4% | -25.6% |
| YTD | -31.6% | +22.4% | -54.0% | -39.2% |
| 1Y | -43.0% | +28.6% | -71.6% | -50.6% |
| 3Y | -28.9% | +2.0% | -30.9% | -32.1% |
| 5Y | -18.4% | -15.6% | -2.8% | -18.3% |
| All | +190.4% | +32.2% | +158.1% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling