+514.9%
GEV vs PDD
-32.0%
+546.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.7% | -2.1% |
| 7D | +3.7% | -4.9% | +8.6% | +4.4% |
| 30D | -14.7% | -3.0% | -11.6% | -14.5% |
| 3M | -23.4% | -6.2% | -17.2% | -22.9% |
| 6M | -24.3% | -20.7% | -3.6% | -21.7% |
| YTD | +23.2% | -30.4% | +53.5% | +30.0% |
| 1Y | +44.2% | -41.3% | +85.5% | +56.3% |
| All | +514.9% | -32.0% | +546.9% | +506.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling