+2.0%
PEP vs PDD
-3.2%
+5.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 6M | -6.3% | -18.5% | +12.2% | -6.2% |
| YTD | +1.9% | -29.0% | +30.9% | +2.1% |
| 1Y | +3.3% | -40.7% | +44.0% | +3.6% |
| 3Y | -4.8% | -25.7% | +20.8% | -5.1% |
| 5Y | +2.0% | -3.3% | +5.3% | +1.3% |
| All | +2.0% | -3.2% | +5.2% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling