+467.0%
GLW vs PDD
+210.2%
+256.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.6% |
| 7D | +3.8% | -4.1% | +7.8% | +4.2% |
| 30D | -1.3% | -9.6% | +8.3% | -0.4% |
| 3M | -21.8% | -4.3% | -17.5% | -21.7% |
| 6M | +6.9% | -18.8% | +25.7% | +8.8% |
| YTD | +77.2% | -27.5% | +104.7% | +82.3% |
| 1Y | +123.2% | -33.6% | +156.9% | +131.4% |
| 3Y | +400.0% | -20.4% | +420.4% | +397.5% |
| 5Y | +342.8% | -19.6% | +362.4% | +319.4% |
| All | +467.0% | +210.2% | +256.8% | +304.5% |
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