-6.5%
PG vs PDD
-38.3%
+31.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -2.7% | -4.6% | +2.0% | -2.8% |
| 30D | -1.5% | -14.0% | +12.4% | -1.8% |
| 3M | -3.4% | -4.9% | +1.5% | -3.5% |
| 6M | -7.0% | -25.8% | +18.8% | -7.6% |
| YTD | +2.0% | -31.4% | +33.3% | +0.5% |
| 1Y | -6.5% | -37.6% | +31.1% | -9.3% |
| All | -6.5% | -38.3% | +31.8% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling