+137.6%
SPGI vs PDD
+210.2%
-72.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | +0.1% | -4.1% | +4.2% | +0.5% |
| 30D | +8.4% | -9.6% | +18.0% | +9.2% |
| 3M | +11.8% | -4.3% | +16.1% | +12.1% |
| 6M | +5.7% | -18.8% | +24.5% | +7.1% |
| YTD | -9.7% | -27.5% | +17.8% | -7.7% |
| 1Y | -12.5% | -33.6% | +21.2% | -10.1% |
| 3Y | +21.8% | -20.4% | +42.2% | +20.8% |
| 5Y | +8.2% | -19.6% | +27.8% | +2.2% |
| All | +137.6% | +210.2% | -72.6% | +77.7% |
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