+492.6%
GEV vs PDD
-28.6%
+521.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -9.8% | +5.6% | -15.4% | -10.6% |
| 30D | -22.3% | +5.8% | -28.1% | -23.1% |
| 3M | -22.6% | -8.6% | -14.0% | -21.7% |
| 6M | -30.7% | -18.8% | -11.9% | -28.5% |
| YTD | +18.7% | -26.8% | +45.5% | +24.5% |
| 1Y | +41.0% | -39.3% | +80.3% | +52.3% |
| All | +492.6% | -28.6% | +521.2% | +481.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling