-22.5%
PDD vs GME
+79.6%
-102.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.2% |
| 7D | +5.6% | +3.7% | +1.9% | +5.5% |
| 30D | +5.8% | +2.2% | +3.6% | +5.7% |
| 3M | -8.6% | +30.6% | -39.2% | -9.4% |
| 6M | -18.8% | -0.2% | -18.6% | -18.9% |
| YTD | -26.8% | +25.1% | -51.9% | -27.3% |
| 1Y | -39.3% | +17.7% | -56.9% | -39.6% |
| 3Y | -22.5% | +85.7% | -108.2% | -33.0% |
| All | -22.5% | +79.6% | -102.1% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 3y: compounded portfolio wealth divided by compounded GME 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…
3y analysis · Full analysis span regression · 6 months rolling