-25.7%
PDD vs SPYG
+92.9%
-118.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -4.4% |
| 7D | -1.4% | 0.0% | -1.4% | -1.7% |
| 30D | -1.0% | -8.4% | +7.3% | +3.4% |
| 3M | -12.3% | -6.2% | -6.0% | -9.6% |
| 6M | -18.5% | -1.8% | -16.7% | -18.5% |
| YTD | -29.0% | +8.4% | -37.4% | -33.2% |
| 1Y | -40.7% | +10.1% | -50.8% | -44.7% |
| 3Y | -25.7% | +94.9% | -120.6% | -47.0% |
| All | -25.7% | +92.9% | -118.6% | -47.0% |
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 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