+207.9%
PDD vs GRMN
+425.9%
-218.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.1% | -2.9% | -1.2% | -2.9% |
| 30D | -9.6% | -8.4% | -1.2% | -6.3% |
| 3M | -4.3% | +15.0% | -19.3% | -10.8% |
| 6M | -18.8% | +11.2% | -30.0% | -23.3% |
| YTD | -27.5% | +37.7% | -65.2% | -38.0% |
| 1Y | -33.6% | +18.5% | -52.1% | -39.7% |
| 3Y | -20.4% | +175.8% | -196.2% | -58.7% |
| 5Y | -19.6% | +75.1% | -94.7% | -47.2% |
| All | +207.9% | +425.9% | -218.0% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling