+190.4%
PDD vs GRMN
+445.4%
-255.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.8% | -0.8% |
| 7D | -7.6% | -0.1% | -7.6% | -7.7% |
| 30D | -5.4% | +3.5% | -8.9% | -7.0% |
| 3M | -12.9% | -7.3% | -5.6% | -10.5% |
| 6M | -19.0% | +21.8% | -40.8% | -26.7% |
| YTD | -31.6% | +42.8% | -74.4% | -42.6% |
| 1Y | -43.0% | +46.5% | -89.5% | -52.7% |
| 3Y | -28.9% | +158.3% | -187.2% | -61.1% |
| 5Y | -18.4% | +122.6% | -141.0% | -52.4% |
| All | +190.4% | +445.4% | -255.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling