+307.7%
GLW vs PDD
-23.2%
+330.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.7% |
| 7D | -13.9% | +5.6% | -19.6% | -14.4% |
| 30D | -35.0% | +5.8% | -40.8% | -35.3% |
| 3M | -32.4% | -8.6% | -23.7% | -31.8% |
| 6M | -41.3% | -18.8% | -22.5% | -39.9% |
| YTD | +21.8% | -26.8% | +48.6% | +25.5% |
| 1Y | +21.8% | -39.3% | +61.1% | +26.9% |
| 3Y | +307.7% | -22.5% | +330.2% | +317.4% |
| All | +307.7% | -23.2% | +330.9% | +317.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling