+51.5%
GM vs PDD
-38.3%
+89.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.9% |
| 7D | -1.1% | -4.6% | +3.6% | -0.5% |
| 30D | -3.4% | -14.0% | +10.6% | -1.9% |
| 3M | +8.7% | -4.9% | +13.6% | +9.4% |
| 6M | +15.4% | -25.8% | +41.2% | +20.4% |
| YTD | +6.6% | -31.4% | +38.0% | +12.5% |
| 1Y | +51.5% | -37.6% | +89.1% | +61.0% |
| All | +51.5% | -38.3% | +89.7% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling