+160.0%
PG vs PDD
+192.6%
-32.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.2% |
| 7D | +0.6% | -7.6% | +8.2% | +0.7% |
| 30D | +10.5% | -5.4% | +15.9% | +10.6% |
| 3M | +17.4% | -12.9% | +30.3% | +17.6% |
| 6M | +18.4% | -19.0% | +37.4% | +18.7% |
| YTD | +20.7% | -31.6% | +52.3% | +21.2% |
| 1Y | +16.8% | -43.0% | +59.8% | +17.6% |
| 3Y | +20.1% | -28.9% | +49.0% | +20.1% |
| 5Y | +30.4% | -18.4% | +48.8% | +29.2% |
| All | +160.0% | +192.6% | -32.5% | +151.7% |
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