+195.8%
PDD vs GNRC
+266.9%
-71.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | -4.9% | +7.9% | -12.8% | -7.2% |
| 30D | -3.0% | -3.7% | +0.6% | -3.0% |
| 3M | -6.2% | -11.9% | +5.8% | -4.7% |
| 6M | -20.7% | -28.6% | +7.9% | -16.1% |
| YTD | -30.4% | +39.9% | -70.2% | -42.8% |
| 1Y | -41.3% | +23.4% | -64.6% | -49.8% |
| 3Y | -27.7% | +84.2% | -112.0% | -50.4% |
| 5Y | -16.9% | -57.3% | +40.4% | -3.0% |
| All | +195.8% | +266.9% | -71.1% | +15.2% |
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