+197.4%
PDD vs SPYG
+235.0%
-37.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -0.6% |
| 7D | -1.0% | -1.9% | +1.0% | +0.3% |
| 30D | -2.4% | -9.2% | +6.8% | +5.9% |
| 3M | -14.6% | -6.8% | -7.8% | -9.8% |
| 6M | -19.6% | -2.6% | -17.0% | -19.3% |
| YTD | -30.0% | +7.5% | -37.4% | -36.2% |
| 1Y | -42.5% | +6.7% | -49.2% | -47.3% |
| 3Y | -27.2% | +90.1% | -117.3% | -64.7% |
| 5Y | -8.2% | +69.2% | -77.4% | -48.3% |
| All | +197.4% | +235.0% | -37.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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