+198.7%
PDD vs GRMN
+423.3%
-224.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -13.1% | -11.3% | -1.8% | -8.6% |
| 3M | -3.5% | +17.7% | -21.2% | -10.9% |
| 6M | -21.8% | +14.2% | -36.0% | -27.0% |
| YTD | -29.7% | +37.0% | -66.7% | -39.7% |
| 1Y | -36.2% | +17.0% | -53.2% | -41.7% |
| 3Y | -16.4% | +183.2% | -199.5% | -57.4% |
| 5Y | -23.8% | +77.3% | -101.1% | -50.4% |
| All | +198.7% | +423.3% | -224.6% | +0.8% |
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