-12.6%
PDD vs GTLB
-47.1%
+34.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.5% |
| 7D | -4.1% | +11.1% | -15.1% | -6.7% |
| 30D | -9.6% | +37.8% | -47.4% | -17.1% |
| 3M | -4.3% | +61.6% | -65.8% | -15.9% |
| 6M | -18.8% | +98.9% | -117.7% | -33.4% |
| YTD | -27.5% | +32.8% | -60.3% | -34.7% |
| 1Y | -33.6% | +14.7% | -48.3% | -38.6% |
| 3Y | -20.4% | +1.3% | -21.8% | -32.4% |
| All | -12.6% | -47.1% | +34.6% | -37.6% |
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