-23.7%
PDD vs GME
-62.8%
+39.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -4.1% | +7.2% | -11.3% | -4.9% |
| 30D | -9.6% | +0.8% | -10.4% | -9.7% |
| 3M | -4.3% | -14.0% | +9.7% | -2.6% |
| 6M | -18.8% | -19.7% | +1.0% | -16.8% |
| YTD | -27.5% | -4.6% | -22.9% | -27.4% |
| 1Y | -33.6% | -14.3% | -19.3% | -32.8% |
| 3Y | -20.4% | +4.0% | -24.4% | -41.2% |
| All | -23.7% | -62.8% | +39.1% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling