-23.8%
PDD vs SPYG
+84.3%
-108.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.5% |
| 7D | -4.1% | +1.2% | -5.3% | -5.2% |
| 30D | -13.1% | -1.6% | -11.5% | -11.9% |
| 3M | -3.5% | +3.4% | -6.8% | -7.3% |
| 6M | -21.8% | +18.9% | -40.7% | -35.2% |
| YTD | -29.7% | +13.8% | -43.5% | -39.1% |
| 1Y | -36.2% | +20.6% | -56.8% | -48.0% |
| 3Y | -16.4% | +100.5% | -116.9% | -64.9% |
| 5Y | -23.8% | +84.6% | -108.5% | -60.9% |
| All | -23.8% | +84.3% | -108.1% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling