+4.7%
PEP vs PDD
-22.7%
+27.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -1.4% | -4.1% | +2.7% | -1.4% |
| 30D | +0.2% | -9.6% | +9.8% | +0.3% |
| 3M | -1.1% | -4.3% | +3.2% | -1.1% |
| 6M | -13.5% | -18.8% | +5.3% | -13.4% |
| YTD | -1.2% | -27.5% | +26.3% | -1.0% |
| 1Y | -1.6% | -33.6% | +32.1% | -1.3% |
| 3Y | -12.5% | -20.4% | +7.9% | -12.8% |
| All | +4.7% | -22.7% | +27.4% | +4.1% |
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