-36.2%
PDD vs SGI
-19.6%
-16.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -2.9% |
| 7D | -4.1% | +9.3% | -13.4% | -5.3% |
| 30D | -13.1% | +6.9% | -20.0% | -13.9% |
| 3M | -3.5% | +2.8% | -6.3% | -4.6% |
| 6M | -21.8% | -12.6% | -9.2% | -20.5% |
| YTD | -29.7% | -21.5% | -8.1% | -27.4% |
| 1Y | -36.2% | -18.8% | -17.5% | -34.3% |
| All | -36.2% | -19.6% | -16.6% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling