+201.5%
PDD vs GAP
-2.2%
+203.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -3.6% |
| 7D | -1.4% | 0.0% | -1.5% | -1.6% |
| 30D | -1.0% | -4.3% | +3.3% | -0.5% |
| 3M | -12.3% | +9.4% | -21.7% | -13.9% |
| 6M | -18.5% | -3.3% | -15.2% | -19.0% |
| YTD | -29.0% | -10.5% | -18.5% | -28.8% |
| 1Y | -40.7% | -2.4% | -38.3% | -41.6% |
| 3Y | -25.7% | +80.1% | -105.8% | -37.3% |
| 5Y | -3.3% | +6.5% | -9.7% | -18.3% |
| All | +201.5% | -2.2% | +203.7% | +207.6% |
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