+433.9%
GOOG vs PDD
+200.9%
+232.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.4% |
| 7D | +1.1% | -4.1% | +5.2% | +1.6% |
| 30D | -5.1% | -13.1% | +8.0% | -3.4% |
| 3M | -7.1% | -3.5% | -3.6% | -6.8% |
| 6M | +12.7% | -21.8% | +34.4% | +15.8% |
| YTD | +7.1% | -29.7% | +36.8% | +11.4% |
| 1Y | +43.6% | -36.2% | +79.8% | +51.0% |
| 3Y | +146.8% | -16.4% | +163.1% | +144.0% |
| 5Y | +133.7% | -23.8% | +157.5% | +118.0% |
| All | +433.9% | +200.9% | +232.9% | +276.6% |
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