-22.5%
PDD vs GGLL
+154.9%
-177.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | +5.6% | +3.1% | +2.5% | +5.1% |
| 30D | +5.8% | -36.3% | +42.1% | +12.3% |
| 3M | -8.6% | -40.4% | +31.7% | -2.2% |
| 6M | -18.8% | -54.6% | +35.8% | -10.1% |
| YTD | -26.8% | -31.1% | +4.4% | -25.0% |
| 1Y | -39.3% | -19.2% | -20.1% | -39.8% |
| 3Y | -22.5% | +151.5% | -174.0% | -38.2% |
| All | -22.5% | +154.9% | -177.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 3y: compounded portfolio wealth divided by compounded GGLL 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…
3y analysis · Full analysis span regression · 6 months rolling