-0.3%
PG vs PDD
-19.4%
+19.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.0% |
| 7D | -3.4% | -4.4% | +1.0% | -3.4% |
| 30D | -2.6% | -15.5% | +12.9% | -2.7% |
| 3M | -3.3% | -4.1% | +0.7% | -3.4% |
| 6M | -6.7% | -23.4% | +16.7% | -6.8% |
| YTD | +1.7% | -30.7% | +32.4% | +1.6% |
| 1Y | -7.9% | -37.6% | +29.7% | -8.0% |
| All | -0.3% | -19.4% | +19.1% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling