+320.2%
GLW vs PDD
+198.0%
+122.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -4.5% |
| 7D | +7.7% | -4.9% | +12.6% | +8.2% |
| 30D | -18.8% | -3.0% | -15.8% | -18.7% |
| 3M | -27.7% | -6.2% | -21.6% | -27.5% |
| 6M | -44.4% | -20.7% | -23.7% | -43.5% |
| YTD | +31.3% | -30.4% | +61.6% | +35.3% |
| 1Y | +40.0% | -41.3% | +81.3% | +46.5% |
| 3Y | +339.2% | -27.7% | +366.9% | +340.6% |
| 5Y | +229.2% | -16.9% | +246.0% | +210.5% |
| All | +320.2% | +198.0% | +122.2% | +200.3% |
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