+431.4%
GOOGL vs PDD
+200.9%
+230.5%
-44.3%
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% | +0.3% |
| 7D | +1.1% | -4.1% | +5.2% | +1.6% |
| 30D | -4.4% | -13.1% | +8.7% | -2.8% |
| 3M | -6.8% | -3.5% | -3.3% | -6.5% |
| 6M | +13.6% | -21.8% | +35.4% | +16.8% |
| YTD | +8.3% | -29.7% | +38.0% | +12.7% |
| 1Y | +44.9% | -36.2% | +81.2% | +52.5% |
| 3Y | +150.5% | -16.4% | +166.8% | +147.7% |
| 5Y | +137.7% | -23.8% | +161.6% | +121.6% |
| All | +431.4% | +200.9% | +230.5% | +275.6% |
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