+243.0%
GS vs PDD
-17.2%
+260.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +0.9% | -4.1% | +5.0% | +1.3% |
| 30D | -1.6% | -9.6% | +8.0% | -0.7% |
| 3M | -4.5% | -4.3% | -0.2% | -4.2% |
| 6M | +20.9% | -18.8% | +39.6% | +23.0% |
| YTD | +19.9% | -27.5% | +47.4% | +23.2% |
| 1Y | +41.4% | -33.6% | +75.0% | +46.2% |
| All | +243.0% | -17.2% | +260.2% | +234.4% |
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