+262.2%
PDD vs GH
+481.7%
-219.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | -9.6% | -1.1% | -8.5% | -9.5% |
| 3M | -4.3% | +21.3% | -25.6% | -9.2% |
| 6M | -18.8% | +73.5% | -92.3% | -30.3% |
| YTD | -27.5% | +58.0% | -85.5% | -36.7% |
| 1Y | -33.6% | +163.1% | -196.7% | -50.0% |
| 3Y | -20.4% | +361.0% | -381.4% | -53.9% |
| 5Y | -19.6% | +22.5% | -42.1% | -40.7% |
| All | +262.2% | +481.7% | -219.5% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling