+126.0%
GOOGL vs PDD
-28.8%
+154.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.2% |
| 7D | +3.9% | -4.9% | +8.7% | +4.5% |
| 30D | -14.9% | -3.0% | -11.9% | -14.6% |
| 3M | -14.6% | -6.2% | -8.4% | -13.9% |
| 6M | -26.4% | -20.7% | -5.7% | -24.4% |
| YTD | -5.3% | -30.4% | +25.0% | -1.3% |
| 1Y | +6.5% | -41.3% | +47.7% | +13.0% |
| 3Y | +126.0% | -27.7% | +153.7% | +131.2% |
| All | +126.0% | -28.8% | +154.9% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling