+207.9%
PDD vs GNRC
+260.3%
-52.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | 0.0% |
| 7D | -4.1% | +1.9% | -6.0% | -4.6% |
| 30D | -9.6% | -13.8% | +4.2% | -5.6% |
| 3M | -4.3% | -32.6% | +28.4% | +6.2% |
| 6M | -18.8% | -15.2% | -3.6% | -17.9% |
| YTD | -27.5% | +37.4% | -64.9% | -38.8% |
| 1Y | -33.6% | +5.1% | -38.8% | -39.3% |
| 3Y | -20.4% | +57.5% | -77.9% | -41.1% |
| 5Y | -19.6% | -58.7% | +39.1% | -3.4% |
| All | +207.9% | +260.3% | -52.4% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling