-25.3%
PDD vs GDDY
+29.8%
-55.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | -5.4% | -3.2% | -2.2% | -4.5% |
| 30D | -12.6% | +6.8% | -19.4% | -14.9% |
| 3M | -4.3% | +30.5% | -34.8% | -14.4% |
| 6M | -24.4% | +13.3% | -37.7% | -29.6% |
| YTD | -31.4% | -21.0% | -10.4% | -27.0% |
| 1Y | -38.1% | -34.0% | -4.1% | -29.3% |
| 3Y | -20.1% | +33.1% | -53.2% | -44.3% |
| All | -25.3% | +29.8% | -55.1% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling