+60.2%
PEP vs PDD
+192.6%
-132.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.1% |
| 7D | -0.3% | -7.6% | +7.3% | -0.2% |
| 30D | +11.8% | -5.4% | +17.2% | +11.9% |
| 3M | +3.7% | -12.9% | +16.6% | +3.9% |
| 6M | -4.3% | -19.0% | +14.7% | -4.0% |
| YTD | +2.1% | -31.6% | +33.8% | +2.8% |
| 1Y | +2.5% | -43.0% | +45.5% | +3.5% |
| 3Y | -5.0% | -28.9% | +23.9% | -5.1% |
| 5Y | +2.9% | -18.4% | +21.2% | +1.4% |
| All | +60.2% | +192.6% | -132.4% | +49.8% |
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