+59.6%
GM vs PDD
-3.2%
+62.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.1% | +4.4% |
| 7D | -0.3% | -1.4% | +1.1% | -0.2% |
| 30D | +8.4% | -1.0% | +9.4% | +8.5% |
| 3M | +2.6% | -12.3% | +14.8% | +4.1% |
| 6M | +14.3% | -18.5% | +32.8% | +16.6% |
| YTD | +11.0% | -29.0% | +40.0% | +15.0% |
| 1Y | +27.8% | -40.7% | +68.5% | +35.3% |
| 3Y | +246.7% | -25.7% | +272.4% | +244.9% |
| 5Y | +59.6% | -3.3% | +62.8% | +43.9% |
| All | +59.6% | -3.2% | +62.7% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling