-34.1%
PDD vs GLXY
-35.4%
+1.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.1% | -1.7% |
| 7D | -7.6% | +16.9% | -24.6% | -8.3% |
| 30D | -5.4% | -23.0% | +17.6% | -4.4% |
| 3M | -12.9% | -28.0% | +15.1% | -11.9% |
| 6M | -19.0% | -51.6% | +32.6% | -16.1% |
| YTD | -31.6% | -32.1% | +0.5% | -32.8% |
| 1Y | -43.0% | -51.5% | +8.4% | -42.2% |
| All | -34.1% | -35.4% | +1.3% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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