+207.9%
PDD vs GPC
+80.9%
+127.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -4.1% | +1.2% | -5.3% | -4.3% |
| 30D | -9.6% | +6.0% | -15.6% | -10.7% |
| 3M | -4.3% | +42.6% | -46.9% | -11.4% |
| 6M | -18.8% | +22.8% | -41.5% | -22.6% |
| YTD | -27.5% | +15.5% | -42.9% | -30.5% |
| 1Y | -33.6% | +2.0% | -35.7% | -34.6% |
| 3Y | -20.4% | -1.4% | -19.0% | -22.7% |
| 5Y | -19.6% | +30.6% | -50.2% | -27.5% |
| All | +207.9% | +80.9% | +127.0% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling