+251.3%
PDD vs GH
+480.1%
-228.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -4.1% | -2.1% | -2.0% | -3.6% |
| 30D | -13.1% | -4.5% | -8.6% | -12.2% |
| 3M | -3.5% | +28.9% | -32.4% | -9.8% |
| 6M | -21.8% | +76.5% | -98.3% | -33.2% |
| YTD | -29.7% | +57.6% | -87.3% | -38.6% |
| 1Y | -36.2% | +167.5% | -203.8% | -52.1% |
| 3Y | -16.4% | +377.4% | -393.8% | -52.0% |
| 5Y | -23.8% | +23.8% | -47.7% | -44.0% |
| All | +251.3% | +480.1% | -228.8% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling