+194.4%
PDD vs SPYG
+253.4%
-59.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | -4.4% | +0.3% | -4.7% | -4.7% |
| 30D | -15.5% | -1.7% | -13.8% | -14.2% |
| 3M | -4.1% | +3.6% | -7.7% | -8.0% |
| 6M | -23.4% | +16.6% | -40.0% | -34.8% |
| YTD | -30.7% | +13.4% | -44.0% | -39.3% |
| 1Y | -37.6% | +19.6% | -57.2% | -48.3% |
| 3Y | -17.5% | +99.8% | -117.3% | -61.5% |
| 5Y | -24.6% | +85.0% | -109.6% | -60.6% |
| All | +194.4% | +253.4% | -59.0% | +7.0% |
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