-16.4%
PDD vs PPG
-13.4%
-3.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.1% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -13.1% | -7.8% | -5.3% | -10.6% |
| 3M | -3.5% | -2.2% | -1.3% | -3.4% |
| 6M | -21.8% | +4.1% | -25.9% | -24.0% |
| YTD | -29.7% | +9.1% | -38.7% | -33.6% |
| 1Y | -36.2% | +1.0% | -37.2% | -37.8% |
| 3Y | -16.4% | -13.3% | -3.1% | -12.8% |
| All | -16.4% | -13.4% | -3.0% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling