-8.2%
PDD vs GPC
+7.2%
-15.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.2% |
| 7D | -1.0% | +0.4% | -1.3% | -1.1% |
| 30D | -2.4% | -1.8% | -0.6% | -2.1% |
| 3M | -14.6% | -6.6% | -8.0% | -13.4% |
| 6M | -19.6% | +21.3% | -40.9% | -24.3% |
| YTD | -30.0% | +4.3% | -34.2% | -32.2% |
| 1Y | -42.5% | +3.3% | -45.8% | -44.2% |
| 3Y | -27.2% | +0.8% | -27.9% | -32.9% |
| 5Y | -8.2% | +7.4% | -15.6% | -39.6% |
| All | -8.2% | +7.2% | -15.4% | -39.6% |
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