-33.6%
PDD vs GPN
+8.1%
-41.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -4.1% | +0.8% | -4.8% | -4.2% |
| 30D | -9.6% | +5.8% | -15.4% | -10.7% |
| 3M | -4.3% | +37.0% | -41.3% | -10.4% |
| 6M | -18.8% | +20.1% | -38.9% | -22.5% |
| YTD | -27.5% | +20.4% | -47.9% | -30.6% |
| 1Y | -33.6% | +7.4% | -41.1% | -34.6% |
| All | -33.6% | +8.1% | -41.7% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling