-0.3%
PDD vs GD
+94.5%
-94.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +5.6% | -5.0% | +10.6% | +6.2% |
| 30D | +5.8% | +8.9% | -3.2% | +4.6% |
| 3M | -8.6% | -8.0% | -0.6% | -7.7% |
| 6M | -18.8% | +2.9% | -21.7% | -19.3% |
| YTD | -26.8% | +7.1% | -33.8% | -27.5% |
| 1Y | -39.3% | +5.9% | -45.2% | -39.8% |
| 3Y | -22.5% | +53.9% | -76.4% | -26.5% |
| All | -0.3% | +94.5% | -94.8% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling