+198.7%
PDD vs GAP
-2.2%
+200.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -4.1% | +1.7% | -5.8% | -4.4% |
| 30D | -13.1% | +9.3% | -22.4% | -14.5% |
| 3M | -3.5% | +6.1% | -9.6% | -4.7% |
| 6M | -21.8% | -2.3% | -19.5% | -22.2% |
| YTD | -29.7% | -10.6% | -19.1% | -29.3% |
| 1Y | -36.2% | -4.4% | -31.8% | -36.9% |
| 3Y | -16.4% | +118.3% | -134.7% | -31.9% |
| 5Y | -23.8% | +12.2% | -36.0% | -35.8% |
| All | +198.7% | -2.2% | +200.9% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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