+201.5%
PDD vs GPC
+64.6%
+136.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.4% | -3.5% |
| 7D | -1.4% | +0.8% | -2.3% | -1.6% |
| 30D | -1.0% | -1.1% | 0.0% | -0.9% |
| 3M | -12.3% | -6.6% | -5.6% | -11.2% |
| 6M | -18.5% | +22.2% | -40.7% | -22.4% |
| YTD | -29.0% | +5.1% | -34.1% | -30.7% |
| 1Y | -40.7% | +2.8% | -43.5% | -41.9% |
| 3Y | -25.7% | +2.4% | -28.1% | -28.9% |
| 5Y | -3.3% | +7.8% | -11.1% | -9.9% |
| All | +201.5% | +64.6% | +136.9% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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