-37.6%
PDD vs PPG
-0.6%
-37.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.6% |
| 7D | -4.6% | -5.1% | +0.5% | -3.6% |
| 30D | -14.0% | -9.6% | -4.4% | -12.2% |
| 3M | -4.9% | -6.4% | +1.6% | -4.1% |
| 6M | -25.8% | +0.5% | -26.3% | -26.9% |
| YTD | -31.4% | +4.4% | -35.8% | -33.2% |
| 1Y | -37.6% | -0.9% | -36.7% | -39.7% |
| All | -37.6% | -0.6% | -37.0% | -39.7% |
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