-11.1%
PDD vs GFS
-3.7%
-7.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -4.1% | +1.0% | -5.1% | -4.3% |
| 30D | -9.6% | -8.6% | -1.0% | -8.1% |
| 3M | -4.3% | -46.5% | +42.3% | +9.5% |
| 6M | -18.8% | -4.8% | -13.9% | -21.6% |
| YTD | -27.5% | +29.7% | -57.2% | -36.8% |
| 1Y | -33.6% | +35.8% | -69.5% | -43.3% |
| 3Y | -20.4% | -18.3% | -2.1% | -24.3% |
| All | -11.1% | -3.7% | -7.4% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling