-22.6%
GEV vs PDD
-18.3%
-4.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.2% | +6.4% |
| 7D | -3.8% | -1.4% | -2.4% | -4.0% |
| 30D | -17.4% | -1.0% | -16.4% | -17.5% |
| 3M | -16.2% | -12.3% | -3.9% | -16.9% |
| All | -22.6% | -18.3% | -4.3% | -19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling