+312.0%
GLW vs PDD
+199.6%
+112.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.2% |
| 7D | -11.1% | -1.0% | -10.1% | -11.1% |
| 30D | -28.4% | -2.4% | -26.0% | -28.4% |
| 3M | -28.8% | -14.6% | -14.2% | -27.9% |
| 6M | -39.8% | -19.6% | -20.2% | -38.8% |
| YTD | +28.7% | -30.0% | +58.7% | +32.6% |
| 1Y | +27.7% | -42.5% | +70.2% | +33.9% |
| 3Y | +331.3% | -27.2% | +358.5% | +332.4% |
| 5Y | +233.4% | -8.2% | +241.7% | +211.1% |
| All | +312.0% | +199.6% | +112.4% | +194.3% |
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