-38.6%
PDD vs GH
+80.5%
-119.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.1% | +2.8% |
| 7D | +6.0% | -7.7% | +13.7% | +6.8% |
| 30D | +5.5% | -10.0% | +15.4% | +6.5% |
| 3M | -9.8% | +5.5% | -15.3% | -10.7% |
| 6M | -16.0% | +84.9% | -100.9% | -22.6% |
| YTD | -27.6% | +65.0% | -92.6% | -32.8% |
| 1Y | -38.6% | +71.8% | -110.4% | -43.2% |
| All | -38.6% | +80.5% | -119.1% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling