+643.2%
GEV vs PDD
-31.4%
+674.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +3.6% |
| 7D | +8.1% | -4.1% | +12.2% | +8.8% |
| 30D | -1.9% | -13.1% | +11.2% | +0.2% |
| 3M | +4.1% | -3.5% | +7.5% | +4.3% |
| 6M | +23.2% | -21.8% | +45.0% | +28.0% |
| YTD | +48.9% | -29.7% | +78.6% | +57.3% |
| 1Y | +62.2% | -36.2% | +98.4% | +74.0% |
| All | +643.2% | -31.4% | +674.5% | +634.6% |
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 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