-27.7%
PDD vs GNRC
+86.4%
-114.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +1.9% |
| 7D | -4.9% | +7.9% | -12.8% | -5.5% |
| 30D | -3.0% | -3.7% | +0.6% | -3.0% |
| 3M | -6.2% | -11.9% | +5.8% | -5.4% |
| 6M | -20.7% | -28.6% | +7.9% | -18.9% |
| YTD | -30.4% | +39.9% | -70.2% | -37.3% |
| 1Y | -41.3% | +23.4% | -64.6% | -46.0% |
| 3Y | -27.7% | +84.2% | -112.0% | -38.6% |
| All | -27.7% | +86.4% | -114.1% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling