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  • PDD vs GPC✓SelectedUSD · GPCPDD vs GPC performance historyLatest closeAs of+0.71%09/04
Stock and ETF performance explorer

PDD vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-23.7%
GPC return
+30.9%
Excess return
-54.6%
Maximum drawdown
-76.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
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