-32.5%
PDD vs GLXY
-40.0%
+7.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.3% |
| 7D | -1.0% | -16.2% | +15.2% | -0.3% |
| 30D | -2.4% | -30.6% | +28.2% | -0.9% |
| 3M | -14.6% | -27.7% | +13.1% | -13.8% |
| 6M | -19.6% | -53.3% | +33.7% | -16.8% |
| YTD | -30.0% | -36.9% | +6.9% | -31.0% |
| 1Y | -42.5% | -55.6% | +13.1% | -41.4% |
| All | -32.5% | -40.0% | +7.5% | -34.8% |
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