-18.7%
PDD vs GAP
+114.4%
-133.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -4.1% | -4.5% | +0.4% | -3.5% |
| 30D | -9.6% | +9.0% | -18.6% | -10.7% |
| 3M | -4.3% | +5.0% | -9.3% | -5.1% |
| 6M | -18.8% | -17.8% | -0.9% | -17.4% |
| YTD | -27.5% | -10.4% | -17.1% | -27.2% |
| 1Y | -33.6% | -3.4% | -30.2% | -34.3% |
| All | -18.7% | +114.4% | -133.1% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling