-38.4%
PDD vs GD
+6.0%
-44.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.5% |
| 7D | +5.9% | -3.9% | +9.8% | +6.5% |
| 30D | +7.1% | +8.1% | -1.0% | +5.5% |
| 3M | -7.7% | -6.8% | -0.9% | -6.7% |
| 6M | -13.2% | +3.0% | -16.2% | -14.0% |
| YTD | -26.0% | +7.8% | -33.7% | -27.4% |
| 1Y | -38.4% | +5.8% | -44.2% | -39.6% |
| All | -38.4% | +6.0% | -44.4% | -39.6% |
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