-33.6%
PDD vs GD
+13.1%
-46.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.1% |
| 7D | -4.1% | -5.3% | +1.2% | -2.9% |
| 30D | -9.6% | -6.4% | -3.2% | -8.3% |
| 3M | -4.3% | +5.7% | -10.0% | -5.8% |
| 6M | -18.8% | -0.9% | -17.8% | -18.1% |
| YTD | -27.5% | +8.2% | -35.7% | -29.4% |
| 1Y | -33.6% | +13.4% | -47.1% | -35.1% |
| All | -33.6% | +13.1% | -46.8% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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