+280.1%
GLW vs PDD
+216.8%
+63.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.2% | -15.1% | -13.1% |
| 7D | -19.7% | +5.9% | -25.6% | -20.2% |
| 30D | -38.8% | +7.1% | -45.9% | -39.2% |
| 3M | -33.9% | -7.7% | -26.2% | -33.5% |
| 6M | -36.0% | -13.2% | -22.7% | -35.3% |
| YTD | +18.7% | -26.0% | +44.7% | +21.7% |
| 1Y | +19.8% | -38.4% | +58.2% | +24.8% |
| 3Y | +294.3% | -21.1% | +315.4% | +292.5% |
| 5Y | +205.7% | +0.3% | +205.4% | +182.8% |
| All | +280.1% | +216.8% | +63.3% | +170.2% |
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