+20.2%
SGOV vs PDD
+21.0%
-0.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | 0.0% |
| 7D | +0.1% | -4.1% | +4.2% | +0.1% |
| 30D | +0.3% | -13.1% | +13.4% | +0.3% |
| 3M | +0.9% | -3.5% | +4.4% | +0.9% |
| 6M | +1.8% | -21.8% | +23.6% | +1.8% |
| YTD | +2.5% | -29.7% | +32.2% | +2.5% |
| 1Y | +3.8% | -36.2% | +40.0% | +3.8% |
| 3Y | +14.3% | -16.4% | +30.7% | +14.3% |
| 5Y | +20.1% | -23.8% | +44.0% | +20.1% |
| All | +20.2% | +21.0% | -0.8% | +20.2% |
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