-14.9%
PDD vs SPYG
+103.0%
-117.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -4.1% | +0.4% | -4.4% | -4.3% |
| 30D | -9.6% | -0.4% | -9.1% | -9.4% |
| 3M | -4.3% | +0.5% | -4.8% | -4.8% |
| 6M | -18.8% | +17.5% | -36.2% | -26.8% |
| YTD | -27.5% | +14.3% | -41.8% | -33.6% |
| 1Y | -33.6% | +21.7% | -55.3% | -41.3% |
| All | -14.9% | +103.0% | -117.9% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling