+207.9%
PDD vs SCHG
+277.8%
-69.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.6% |
| 7D | -4.1% | -0.7% | -3.4% | -3.4% |
| 30D | -9.6% | +0.2% | -9.8% | -10.0% |
| 3M | -4.3% | +2.2% | -6.5% | -6.7% |
| 6M | -18.8% | +15.0% | -33.8% | -29.8% |
| YTD | -27.5% | +9.2% | -36.7% | -33.9% |
| 1Y | -33.6% | +15.7% | -49.4% | -42.9% |
| 3Y | -20.4% | +87.3% | -107.7% | -60.6% |
| 5Y | -19.6% | +84.5% | -104.0% | -58.3% |
| All | +207.9% | +277.8% | -69.9% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling