+92.0%
GOOG vs PDD
-0.1%
+92.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +2.1% | +5.6% | -3.6% | +1.3% |
| 30D | -18.3% | +5.8% | -24.0% | -18.9% |
| 3M | -20.3% | -8.6% | -11.7% | -19.5% |
| 6M | -28.1% | -18.8% | -9.2% | -26.4% |
| YTD | -9.3% | -26.8% | +17.4% | -6.3% |
| 1Y | -0.2% | -39.3% | +39.0% | +5.4% |
| 3Y | +118.0% | -22.5% | +140.5% | +117.5% |
| All | +92.0% | -0.1% | +92.2% | +78.6% |
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 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