+125.1%
PG vs PDD
+210.2%
-85.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | +1.9% | -4.1% | +5.9% | +1.9% |
| 30D | -0.2% | -9.6% | +9.4% | -0.1% |
| 3M | +4.8% | -4.3% | +9.1% | +4.8% |
| 6M | -6.1% | -18.8% | +12.7% | -5.9% |
| YTD | +4.5% | -27.5% | +32.0% | +4.8% |
| 1Y | -5.3% | -33.6% | +28.3% | -4.9% |
| 3Y | +2.6% | -20.4% | +23.0% | +2.3% |
| 5Y | +15.6% | -19.6% | +35.2% | +14.5% |
| All | +125.1% | +210.2% | -85.1% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling