-15.6%
PDD vs GTLB
-50.5%
+34.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -1.0% | -10.9% | +9.9% | +1.7% |
| 30D | -2.4% | -15.3% | +12.9% | +1.1% |
| 3M | -14.6% | +14.6% | -29.2% | -18.4% |
| 6M | -19.6% | +79.6% | -99.2% | -32.2% |
| YTD | -30.0% | +24.3% | -54.3% | -36.3% |
| 1Y | -42.5% | +1.0% | -43.5% | -45.0% |
| 3Y | -27.2% | +4.6% | -31.8% | -39.3% |
| 5Y | -8.2% | -63.7% | +55.5% | -35.0% |
| All | -15.6% | -50.5% | +34.9% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling