+171.9%
GM vs PDD
+198.2%
-26.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -3.8% | -3.8% | 0.0% | -3.4% |
| 30D | +7.9% | -2.4% | +10.3% | +8.2% |
| 3M | -0.3% | -12.7% | +12.4% | +1.0% |
| 6M | +18.6% | -20.0% | +38.6% | +20.9% |
| YTD | +10.0% | -30.3% | +40.4% | +13.8% |
| 1Y | +25.9% | -42.4% | +68.3% | +32.7% |
| 3Y | +241.2% | -27.5% | +268.8% | +241.6% |
| 5Y | +50.0% | -14.9% | +65.0% | +37.4% |
| All | +171.9% | +198.2% | -26.2% | +98.5% |
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