These are 3 site speed testing tools and they offer different options for when you want to complete a performance analysis. Your load speed scores will differ on each tool because they all use different scoring algorithms.
GTmetrix and WebPageTest give you both onload time and fully loaded time. However, Pingdom has only onload time.
GTmetrix and Pingdom both have 7 test regions, and WebPageTest has 50 test locations. You should pick the tool with the closest test location to your audience.You could also run speed tests on multiple tools and see what each one recommends you improve.