+190.4%
PDD vs SGI
+445.6%
-255.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.1% |
| 7D | -7.6% | -10.7% | +3.0% | -4.9% |
| 30D | -5.4% | -3.6% | -1.8% | -4.7% |
| 3M | -12.9% | -5.4% | -7.5% | -12.1% |
| 6M | -19.0% | -7.0% | -12.0% | -18.6% |
| YTD | -31.6% | -31.6% | 0.0% | -25.8% |
| 1Y | -43.0% | -33.5% | -9.5% | -37.7% |
| 3Y | -28.9% | +66.5% | -95.4% | -41.9% |
| 5Y | -18.4% | +42.2% | -60.6% | -33.3% |
| All | +190.4% | +445.6% | -255.3% | +46.6% |
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