-41.7%
PDD vs GAP
-4.6%
-37.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -3.4% |
| 7D | -1.4% | 0.0% | -1.5% | -1.6% |
| 30D | -1.0% | -4.3% | +3.3% | -0.7% |
| 3M | -12.3% | +9.4% | -21.7% | -13.0% |
| 6M | -18.5% | -3.3% | -15.2% | -19.1% |
| YTD | -29.0% | -10.5% | -18.5% | -29.4% |
| All | -41.7% | -4.6% | -37.2% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling