-18.4%
PDD vs GPN
-28.1%
+9.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -12.0% | +10.1% | +1.9% |
| 7D | -7.6% | -7.1% | -0.5% | -5.8% |
| 30D | -5.4% | +7.7% | -13.1% | -8.4% |
| 3M | -12.9% | -0.1% | -12.8% | -14.0% |
| 6M | -19.0% | +29.4% | -48.4% | -27.3% |
| YTD | -31.6% | +15.1% | -46.7% | -36.6% |
| 1Y | -43.0% | +15.4% | -58.5% | -47.4% |
| 3Y | -28.9% | -16.5% | -12.4% | -29.4% |
| 5Y | -18.4% | -29.6% | +11.2% | -19.4% |
| All | -18.4% | -28.1% | +9.7% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling