-5.7%
PDD vs GEHC
+10.0%
-15.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -4.1% | -4.0% | -0.1% | -3.1% |
| 30D | -9.6% | -2.0% | -7.6% | -9.2% |
| 3M | -4.3% | +8.0% | -12.2% | -6.4% |
| 6M | -18.8% | -12.8% | -6.0% | -16.5% |
| YTD | -27.5% | -15.9% | -11.6% | -24.9% |
| 1Y | -33.6% | -6.9% | -26.7% | -33.2% |
| 3Y | -20.4% | 0.0% | -20.4% | -22.3% |
| All | -5.7% | +10.0% | -15.6% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling