+197.4%
PDD vs SGI
+465.1%
-267.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | 0.0% |
| 7D | -1.0% | -3.9% | +3.0% | -0.1% |
| 30D | -2.4% | +0.9% | -3.3% | -2.9% |
| 3M | -14.6% | -2.9% | -11.7% | -14.4% |
| 6M | -19.6% | -9.0% | -10.7% | -18.7% |
| YTD | -30.0% | -29.2% | -0.8% | -24.7% |
| 1Y | -42.5% | -32.3% | -10.3% | -37.5% |
| 3Y | -27.2% | +72.4% | -99.6% | -41.1% |
| 5Y | -8.2% | +50.6% | -58.9% | -26.0% |
| All | +197.4% | +465.1% | -267.7% | +48.8% |
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