-20.1%
PDD vs GDDY
+28.5%
-48.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.3% |
| 7D | -4.6% | -7.0% | +2.4% | -3.9% |
| 30D | -14.0% | +6.2% | -20.2% | -14.8% |
| 3M | -4.9% | +20.0% | -24.9% | -8.1% |
| 6M | -25.8% | +6.8% | -32.6% | -27.2% |
| YTD | -31.4% | -22.3% | -9.0% | -29.2% |
| 1Y | -37.6% | -33.5% | -4.0% | -33.9% |
| All | -20.1% | +28.5% | -48.6% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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