+201.5%
PDD vs GRMN
+456.1%
-254.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -4.0% |
| 7D | -1.4% | +6.4% | -7.8% | -4.1% |
| 30D | -1.0% | +8.7% | -9.8% | -4.7% |
| 3M | -12.3% | -5.8% | -6.5% | -10.4% |
| 6M | -18.5% | +22.5% | -41.1% | -26.4% |
| YTD | -29.0% | +45.6% | -74.6% | -40.9% |
| 1Y | -40.7% | +47.5% | -88.2% | -51.0% |
| 3Y | -25.7% | +166.2% | -191.9% | -60.0% |
| 5Y | -3.3% | +124.1% | -127.4% | -43.7% |
| All | +201.5% | +456.1% | -254.6% | -1.2% |
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