-13.6%
PDD vs SCHG
+69.4%
-83.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.6% |
| 7D | -4.9% | +2.7% | -7.6% | -7.6% |
| 30D | -3.0% | -5.2% | +2.1% | +1.4% |
| 3M | -6.2% | -5.2% | -1.0% | -2.2% |
| 6M | -20.7% | -0.6% | -20.1% | -21.6% |
| YTD | -30.4% | +4.7% | -35.1% | -34.8% |
| 1Y | -41.3% | +6.0% | -47.3% | -45.7% |
| 3Y | -27.7% | +78.9% | -106.6% | -66.2% |
| All | -13.6% | +69.4% | -83.0% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling