+82.8%
GM vs PDD
-25.6%
+108.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.7% | -1.9% |
| 7D | +0.4% | -4.1% | +4.5% | +0.9% |
| 30D | -1.8% | -13.1% | +11.2% | -0.3% |
| 3M | +2.6% | -3.5% | +6.1% | +2.9% |
| 6M | +14.6% | -21.8% | +36.3% | +17.5% |
| YTD | +6.2% | -29.7% | +35.9% | +10.2% |
| 1Y | +48.7% | -36.2% | +84.9% | +55.9% |
| 3Y | +168.3% | -16.4% | +184.7% | +162.6% |
| 5Y | +82.8% | -23.8% | +106.6% | +69.8% |
| All | +82.8% | -25.6% | +108.4% | +69.8% |
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