-13.7%
PDD vs GFS
-3.9%
-9.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -4.1% | +2.6% | -6.8% | -4.7% |
| 30D | -13.1% | -16.4% | +3.3% | -9.6% |
| 3M | -3.5% | -41.6% | +38.1% | +8.0% |
| 6M | -21.8% | -3.7% | -18.1% | -24.8% |
| YTD | -29.7% | +29.3% | -59.0% | -38.6% |
| 1Y | -36.2% | +37.1% | -73.3% | -45.6% |
| 3Y | -16.4% | -22.1% | +5.8% | -19.0% |
| All | -13.7% | -3.9% | -9.8% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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