+198.7%
PDD vs SGI
+526.1%
-327.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -2.9% |
| 7D | -4.1% | +9.3% | -13.4% | -6.4% |
| 30D | -13.1% | +6.9% | -20.0% | -14.8% |
| 3M | -3.5% | +2.8% | -6.3% | -5.0% |
| 6M | -21.8% | -12.6% | -9.2% | -20.0% |
| YTD | -29.7% | -21.5% | -8.1% | -26.2% |
| 1Y | -36.2% | -18.8% | -17.5% | -33.9% |
| 3Y | -16.4% | +60.8% | -77.2% | -30.7% |
| 5Y | -23.8% | +60.0% | -83.8% | -39.5% |
| All | +198.7% | +526.1% | -327.4% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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