-23.7%
PDD vs GPC
+30.9%
-54.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -4.1% | +1.2% | -5.3% | -4.3% |
| 30D | -9.6% | +6.0% | -15.6% | -10.9% |
| 3M | -4.3% | +42.6% | -46.9% | -13.1% |
| 6M | -18.8% | +22.8% | -41.5% | -23.4% |
| YTD | -27.5% | +15.5% | -42.9% | -31.3% |
| 1Y | -33.6% | +2.0% | -35.7% | -34.7% |
| 3Y | -20.4% | -1.4% | -19.0% | -23.0% |
| All | -23.7% | +30.9% | -54.6% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling