+186.8%
GS vs PDD
-22.3%
+209.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.6% | -6.6% |
| 7D | -6.3% | +5.9% | -12.2% | -6.8% |
| 30D | -3.1% | +7.1% | -10.2% | -3.8% |
| 3M | -17.7% | -7.7% | -10.0% | -17.1% |
| 6M | -4.6% | -13.2% | +8.7% | -3.5% |
| YTD | +0.3% | -26.0% | +26.3% | +2.8% |
| 1Y | +11.7% | -38.4% | +50.1% | +16.1% |
| All | +186.8% | -22.3% | +209.2% | +188.5% |
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