-3.3%
PDD vs SPYG
+67.2%
-70.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -5.6% |
| 7D | -1.4% | 0.0% | -1.4% | -2.0% |
| 30D | -1.0% | -8.4% | +7.3% | +6.7% |
| 3M | -12.3% | -6.2% | -6.0% | -7.8% |
| 6M | -18.5% | -1.8% | -16.7% | -18.9% |
| YTD | -29.0% | +8.4% | -37.4% | -36.2% |
| 1Y | -40.7% | +10.1% | -50.8% | -47.6% |
| 3Y | -25.7% | +94.9% | -120.6% | -68.8% |
| 5Y | -3.3% | +68.5% | -71.8% | -45.4% |
| All | -3.3% | +67.2% | -70.5% | -45.4% |
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 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