+339.3%
GS vs PDD
+213.3%
+126.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -3.2% | +5.6% | -8.8% | -3.6% |
| 30D | -2.4% | +5.8% | -8.2% | -2.9% |
| 3M | -15.7% | -8.6% | -7.1% | -15.2% |
| 6M | -6.8% | -18.8% | +12.1% | -5.5% |
| YTD | -0.1% | -26.8% | +26.7% | +2.1% |
| 1Y | +12.1% | -39.3% | +51.4% | +16.2% |
| 3Y | +185.8% | -22.5% | +208.3% | +185.2% |
| 5Y | +140.1% | -0.8% | +140.9% | +123.6% |
| All | +339.3% | +213.3% | +126.0% | +233.6% |
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