+191.4%
PDD vs SCHG
+273.9%
-82.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.9% |
| 7D | -5.4% | -1.0% | -4.3% | -4.4% |
| 30D | -12.6% | -1.3% | -11.3% | -11.7% |
| 3M | -4.3% | +5.4% | -9.7% | -9.4% |
| 6M | -24.4% | +14.4% | -38.8% | -34.3% |
| YTD | -31.4% | +8.0% | -39.4% | -36.8% |
| 1Y | -38.1% | +12.7% | -50.8% | -45.4% |
| 3Y | -20.1% | +85.6% | -105.7% | -60.1% |
| 5Y | -25.0% | +85.5% | -110.5% | -61.3% |
| All | +191.4% | +273.9% | -82.5% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling