+59.7%
PEP vs PDD
+203.8%
-144.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.4% |
| 7D | +1.0% | -1.4% | +2.5% | +1.1% |
| 30D | +12.6% | -1.0% | +13.7% | +12.6% |
| 3M | +3.1% | -12.3% | +15.4% | +3.4% |
| 6M | -6.3% | -18.5% | +12.2% | -6.0% |
| YTD | +1.9% | -29.0% | +30.9% | +2.4% |
| 1Y | +3.3% | -40.7% | +44.0% | +4.2% |
| 3Y | -4.8% | -25.7% | +20.8% | -5.0% |
| 5Y | +2.0% | -3.3% | +5.3% | 0.0% |
| All | +59.7% | +203.8% | -144.0% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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