+0.9%
PDD vs SGI
+58.5%
-57.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +3.1% |
| 7D | +5.9% | +5.3% | +0.6% | +3.9% |
| 30D | +7.1% | +8.2% | -1.1% | +4.0% |
| 3M | -7.7% | -2.2% | -5.5% | -7.6% |
| 6M | -13.2% | -8.4% | -4.8% | -12.2% |
| YTD | -26.0% | -23.4% | -2.5% | -20.6% |
| 1Y | -38.4% | -14.0% | -24.5% | -37.2% |
| 3Y | -21.1% | +78.8% | -99.9% | -45.2% |
| All | +0.9% | +58.5% | -57.7% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling