-13.6%
PDD vs PPG
-15.7%
+2.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -4.9% | +0.7% | -5.6% | -5.3% |
| 30D | -3.0% | +17.6% | -20.6% | -11.8% |
| 3M | -6.2% | +7.5% | -13.6% | -10.3% |
| 6M | -20.7% | +17.6% | -38.3% | -29.4% |
| YTD | -30.4% | +22.6% | -52.9% | -40.6% |
| 1Y | -41.3% | +28.0% | -69.3% | -51.4% |
| 3Y | -27.7% | +1.8% | -29.5% | -32.0% |
| All | -13.6% | -15.7% | +2.1% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling