+326.1%
GLW vs PDD
+203.8%
+122.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -3.0% | +12.3% | +9.5% |
| 7D | -5.9% | -1.4% | -4.4% | -5.8% |
| 30D | -26.0% | -1.0% | -25.0% | -26.0% |
| 3M | -29.9% | -12.3% | -17.6% | -29.2% |
| 6M | -37.8% | -18.5% | -19.3% | -36.8% |
| YTD | +33.1% | -29.0% | +62.1% | +37.0% |
| 1Y | +36.8% | -40.7% | +77.5% | +43.0% |
| 3Y | +356.1% | -25.7% | +381.8% | +356.4% |
| 5Y | +243.8% | -3.3% | +247.1% | +219.0% |
| All | +326.1% | +203.8% | +122.3% | +204.0% |
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