-19.0%
PDD vs PPG
+15.3%
-34.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.8% |
| 7D | -7.6% | -0.2% | -7.5% | -7.6% |
| 30D | -5.4% | +17.7% | -23.1% | -5.0% |
| 3M | -12.9% | +7.4% | -20.3% | -13.0% |
| 6M | -19.0% | +16.4% | -35.4% | -15.1% |
| All | -19.0% | +15.3% | -34.3% | -15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling