+433.8%
GOOG vs PDD
+210.2%
+223.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | -2.1% | -4.1% | +1.9% | -1.6% |
| 30D | -6.8% | -9.6% | +2.8% | -5.7% |
| 3M | -9.1% | -4.3% | -4.8% | -8.7% |
| 6M | +10.7% | -18.8% | +29.5% | +13.3% |
| YTD | +7.1% | -27.5% | +34.6% | +11.0% |
| 1Y | +44.6% | -33.6% | +78.3% | +51.4% |
| 3Y | +147.4% | -20.4% | +167.8% | +146.1% |
| 5Y | +133.8% | -19.6% | +153.4% | +116.6% |
| All | +433.8% | +210.2% | +223.5% | +275.1% |
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