+265.8%
PDD vs GH
+443.7%
-177.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | +5.6% | -15.6% | +21.2% | +9.6% |
| 30D | +5.8% | -10.4% | +16.1% | +8.0% |
| 3M | -8.6% | -4.3% | -4.3% | -8.5% |
| 6M | -18.8% | +63.5% | -82.4% | -29.6% |
| YTD | -26.8% | +47.7% | -74.5% | -35.5% |
| 1Y | -39.3% | +56.7% | -96.0% | -47.5% |
| 3Y | -22.5% | +443.9% | -466.4% | -57.6% |
| 5Y | -0.8% | +36.9% | -37.7% | -28.4% |
| All | +265.8% | +443.7% | -177.9% | +105.9% |
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