+198.7%
PDD vs SCHG
+274.9%
-76.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.2% |
| 7D | -4.1% | -0.1% | -4.1% | -4.1% |
| 30D | -13.1% | -1.5% | -11.6% | -11.9% |
| 3M | -3.5% | +4.4% | -7.9% | -7.8% |
| 6M | -21.8% | +15.7% | -37.5% | -32.8% |
| YTD | -29.7% | +8.3% | -38.0% | -35.4% |
| 1Y | -36.2% | +14.2% | -50.4% | -44.4% |
| 3Y | -16.4% | +88.3% | -104.6% | -58.9% |
| 5Y | -23.8% | +83.5% | -107.3% | -60.3% |
| All | +198.7% | +274.9% | -76.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SCHG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling