+207.9%
PDD vs GAP
-2.0%
+209.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -4.1% | -4.5% | +0.4% | -3.3% |
| 30D | -9.6% | +9.0% | -18.6% | -11.1% |
| 3M | -4.3% | +5.0% | -9.3% | -5.4% |
| 6M | -18.8% | -17.8% | -0.9% | -17.1% |
| YTD | -27.5% | -10.4% | -17.1% | -27.2% |
| 1Y | -33.6% | -3.4% | -30.2% | -34.4% |
| 3Y | -20.4% | +111.5% | -131.9% | -34.9% |
| 5Y | -19.6% | +8.8% | -28.4% | -32.1% |
| All | +207.9% | -2.0% | +209.9% | +214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling