-24.6%
PDD vs GPN
-46.4%
+21.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.6% |
| 7D | -4.4% | -6.2% | +1.8% | -2.4% |
| 30D | -15.5% | +1.0% | -16.5% | -16.1% |
| 3M | -4.1% | +36.9% | -40.9% | -14.4% |
| 6M | -23.4% | +16.8% | -40.2% | -28.2% |
| YTD | -30.7% | +13.2% | -43.9% | -34.8% |
| 1Y | -37.6% | +1.4% | -39.1% | -39.3% |
| 3Y | -17.5% | -28.6% | +11.1% | -10.7% |
| 5Y | -24.6% | -47.0% | +22.4% | -11.7% |
| All | -24.6% | -46.4% | +21.8% | -11.7% |
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