-0.3%
PDD vs GTLB
-61.8%
+61.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | +5.6% | -11.1% | +16.7% | +8.5% |
| 30D | +5.8% | -7.5% | +13.3% | +7.3% |
| 3M | -8.6% | +34.8% | -43.4% | -16.4% |
| 6M | -18.8% | +98.0% | -116.8% | -33.5% |
| YTD | -26.8% | +28.1% | -54.9% | -34.0% |
| 1Y | -39.3% | +5.6% | -44.8% | -42.6% |
| 3Y | -22.5% | +15.9% | -38.4% | -37.9% |
| All | -0.3% | -61.8% | +61.6% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling