+14.9%
SPGI vs PDD
-5.9%
+20.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +1.6% | -1.0% | +2.5% | +1.6% |
| 30D | +16.1% | -2.4% | +18.5% | +16.2% |
| 3M | +15.5% | -14.6% | +30.1% | +16.6% |
| 6M | +19.6% | -19.6% | +39.3% | +21.1% |
| YTD | -3.6% | -30.0% | +26.4% | -1.6% |
| 1Y | +2.2% | -42.5% | +44.7% | +5.6% |
| 3Y | +30.1% | -27.2% | +57.3% | +29.9% |
| 5Y | +14.9% | -8.2% | +23.1% | +13.6% |
| All | +14.9% | -5.9% | +20.8% | +13.6% |
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