+195.9%
PDD vs GRMN
+460.1%
-264.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.3% |
| 7D | -3.8% | +1.7% | -5.5% | -4.5% |
| 30D | -2.4% | +10.2% | -12.5% | -6.5% |
| 3M | -12.7% | -4.7% | -8.0% | -11.3% |
| 6M | -20.0% | +22.3% | -42.3% | -27.7% |
| YTD | -30.3% | +46.7% | -77.0% | -42.2% |
| 1Y | -42.4% | +49.6% | -92.0% | -52.6% |
| 3Y | -27.5% | +165.3% | -192.8% | -60.8% |
| 5Y | -14.9% | +130.3% | -145.3% | -51.1% |
| All | +195.9% | +460.1% | -264.2% | -3.3% |
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