+42.6%
GEV vs PDD
-43.8%
+86.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.4% |
| 7D | +6.2% | -7.6% | +13.9% | +6.7% |
| 30D | -18.4% | -5.4% | -13.0% | -18.2% |
| 3M | -21.2% | -12.9% | -8.3% | -20.0% |
| 6M | -23.6% | -19.0% | -4.6% | -19.4% |
| YTD | +25.5% | -31.6% | +57.2% | +39.1% |
| 1Y | +42.6% | -43.0% | +85.6% | +71.1% |
| All | +42.6% | -43.8% | +86.4% | +71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling