-9.4%
PDD vs GEHC
+32.6%
-42.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.5% |
| 7D | -4.9% | +0.8% | -5.7% | -5.1% |
| 30D | -3.0% | +21.3% | -24.4% | -7.8% |
| 3M | -6.2% | +12.6% | -18.7% | -9.1% |
| 6M | -20.7% | +34.3% | -55.0% | -26.8% |
| YTD | -30.4% | +1.4% | -31.8% | -31.3% |
| 1Y | -41.3% | +12.5% | -53.7% | -43.6% |
| 3Y | -27.7% | +19.2% | -46.9% | -32.6% |
| All | -9.4% | +32.6% | -42.0% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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