-20.1%
PDD vs GNRC
+57.0%
-77.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.7% |
| 7D | -4.6% | -0.7% | -3.9% | -4.6% |
| 30D | -14.0% | -15.8% | +1.9% | -12.3% |
| 3M | -4.9% | -24.0% | +19.2% | -2.7% |
| 6M | -25.8% | -13.8% | -12.0% | -26.4% |
| YTD | -31.4% | +33.2% | -64.6% | -37.5% |
| 1Y | -37.6% | -1.8% | -35.8% | -40.2% |
| All | -20.1% | +57.0% | -77.1% | -27.5% |
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