+190.4%
PDD vs SPYG
+239.8%
-49.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.6% |
| 7D | -7.6% | +4.2% | -11.9% | -11.3% |
| 30D | -5.4% | -7.4% | +2.0% | +0.8% |
| 3M | -12.9% | -5.3% | -7.6% | -9.4% |
| 6M | -19.0% | -1.2% | -17.8% | -19.8% |
| YTD | -31.6% | +9.0% | -40.6% | -38.5% |
| 1Y | -43.0% | +8.8% | -51.8% | -48.7% |
| 3Y | -28.9% | +92.8% | -121.7% | -66.0% |
| 5Y | -18.4% | +69.3% | -87.7% | -54.1% |
| All | +190.4% | +239.8% | -49.4% | +8.4% |
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