+370.9%
GS vs PDD
+210.0%
+160.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +3.4% |
| 7D | +0.3% | +6.0% | -5.7% | -0.2% |
| 30D | +3.9% | +5.5% | -1.6% | +3.4% |
| 3M | -11.4% | -9.8% | -1.7% | -10.8% |
| 6M | +3.7% | -16.0% | +19.7% | +4.9% |
| YTD | +7.1% | -27.6% | +34.7% | +9.6% |
| 1Y | +19.7% | -38.6% | +58.3% | +23.9% |
| 3Y | +202.8% | -22.8% | +225.6% | +202.3% |
| 5Y | +156.7% | -5.2% | +161.9% | +139.9% |
| All | +370.9% | +210.0% | +160.9% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling