-19.3%
PDD vs SCHG
+85.5%
-104.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | -4.4% | -0.9% | -3.5% | -3.9% |
| 30D | -15.5% | -2.3% | -13.2% | -14.3% |
| 3M | -4.1% | +4.5% | -8.6% | -6.8% |
| 6M | -23.4% | +13.6% | -37.0% | -29.5% |
| YTD | -30.7% | +7.6% | -38.2% | -34.0% |
| 1Y | -37.6% | +13.0% | -50.7% | -42.2% |
| All | -19.3% | +85.5% | -104.8% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling