+207.9%
PDD vs PPG
+20.9%
+187.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | 0.0% |
| 7D | -4.1% | -1.5% | -2.6% | -3.4% |
| 30D | -9.6% | -5.0% | -4.6% | -7.6% |
| 3M | -4.3% | +1.1% | -5.4% | -5.6% |
| 6M | -18.8% | -3.2% | -15.6% | -18.7% |
| YTD | -27.5% | +11.9% | -39.4% | -32.6% |
| 1Y | -33.6% | +5.3% | -39.0% | -36.8% |
| 3Y | -20.4% | -15.0% | -5.4% | -17.1% |
| 5Y | -19.6% | -19.6% | 0.0% | -17.2% |
| All | +207.9% | +20.9% | +187.0% | +158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling