+365.6%
GOOG vs PDD
+198.0%
+167.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.2% |
| 7D | +3.0% | -4.9% | +7.9% | +3.6% |
| 30D | -14.9% | -3.0% | -11.8% | -14.6% |
| 3M | -14.9% | -6.2% | -8.7% | -14.3% |
| 6M | -26.6% | -20.7% | -5.9% | -24.7% |
| YTD | -6.6% | -30.4% | +23.8% | -2.8% |
| 1Y | +5.1% | -41.3% | +46.3% | +11.5% |
| 3Y | +121.0% | -27.7% | +148.7% | +122.3% |
| 5Y | +97.3% | -16.9% | +114.2% | +82.5% |
| All | +365.6% | +198.0% | +167.6% | +228.5% |
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 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