+191.5%
PDD vs GNRC
+249.4%
-57.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.2% |
| 7D | -4.6% | -0.7% | -3.9% | -4.5% |
| 30D | -14.0% | -15.8% | +1.9% | -9.5% |
| 3M | -4.9% | -24.0% | +19.2% | +1.6% |
| 6M | -25.8% | -13.8% | -12.0% | -25.4% |
| YTD | -31.4% | +33.2% | -64.6% | -41.5% |
| 1Y | -37.6% | -1.8% | -35.8% | -41.6% |
| 3Y | -18.4% | +57.7% | -76.1% | -39.8% |
| 5Y | -25.0% | -59.7% | +34.8% | -9.1% |
| All | +191.5% | +249.4% | -57.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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