+214.4%
PDD vs GPC
+63.1%
+151.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.7% | +2.5% |
| 7D | +5.9% | +1.7% | +4.2% | +5.5% |
| 30D | +7.1% | -2.3% | +9.4% | +7.5% |
| 3M | -7.7% | -4.5% | -3.2% | -7.0% |
| 6M | -13.2% | +21.6% | -34.8% | -17.2% |
| YTD | -26.0% | +4.0% | -30.0% | -27.6% |
| 1Y | -38.4% | +3.5% | -41.9% | -39.8% |
| 3Y | -21.1% | +2.1% | -23.3% | -24.5% |
| 5Y | +0.3% | +5.5% | -5.1% | -6.1% |
| All | +214.4% | +63.1% | +151.4% | +163.2% |
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