+171.3%
GM vs PDD
+199.6%
-28.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +0.4% | -1.0% | +1.4% | +0.5% |
| 30D | +7.2% | -2.4% | +9.6% | +7.5% |
| 3M | +1.0% | -14.6% | +15.7% | +2.6% |
| 6M | +13.0% | -19.6% | +32.6% | +15.2% |
| YTD | +9.8% | -30.0% | +39.8% | +13.5% |
| 1Y | +25.9% | -42.5% | +68.4% | +32.8% |
| 3Y | +240.4% | -27.2% | +267.6% | +240.6% |
| 5Y | +56.1% | -8.2% | +64.3% | +42.0% |
| All | +171.3% | +199.6% | -28.3% | +97.9% |
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