+153.1%
SPGI vs PDD
+216.8%
-63.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.1% |
| 7D | +2.6% | +5.9% | -3.3% | +2.1% |
| 30D | +19.3% | +7.1% | +12.2% | +18.6% |
| 3M | +15.5% | -7.7% | +23.2% | +16.1% |
| 6M | +18.3% | -13.2% | +31.6% | +19.4% |
| YTD | -3.8% | -26.0% | +22.2% | -1.9% |
| 1Y | +1.3% | -38.4% | +39.8% | +4.7% |
| 3Y | +33.6% | -21.1% | +54.7% | +32.7% |
| 5Y | +13.2% | +0.3% | +12.8% | +5.1% |
| All | +153.1% | +216.8% | -63.7% | +89.0% |
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