+620.7%
GEV vs PDD
-29.3%
+650.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +3.3% | -4.1% | +7.4% | +4.0% |
| 30D | -7.5% | -9.6% | +2.1% | -6.0% |
| 3M | -2.2% | -4.3% | +2.1% | -1.7% |
| 6M | +12.1% | -18.8% | +30.8% | +15.8% |
| YTD | +44.4% | -27.5% | +71.9% | +51.9% |
| 1Y | +57.7% | -33.6% | +91.3% | +68.1% |
| All | +620.7% | -29.3% | +650.0% | +609.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling