+31.1%
PG vs PDD
-11.6%
+42.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | +4.1% | -1.0% | +5.0% | +4.1% |
| 30D | +12.3% | -2.4% | +14.7% | +12.3% |
| 3M | +15.9% | -14.6% | +30.6% | +16.1% |
| 6M | +16.8% | -19.6% | +36.4% | +17.0% |
| YTD | +21.1% | -30.0% | +51.1% | +21.5% |
| 1Y | +19.3% | -42.5% | +61.8% | +19.9% |
| 3Y | +20.6% | -27.2% | +47.8% | +20.4% |
| All | +31.1% | -11.6% | +42.6% | +31.8% |
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