+211.0%
PDD vs ARWR
+244.3%
-33.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | +5.6% | -2.9% | +8.5% | +6.2% |
| 30D | +5.8% | -5.4% | +11.2% | +6.8% |
| 3M | -8.6% | -32.2% | +23.6% | -1.2% |
| 6M | -18.8% | -26.5% | +7.7% | -15.0% |
| YTD | -26.8% | -12.4% | -14.4% | -26.9% |
| 1Y | -39.3% | +46.9% | -86.1% | -46.9% |
| 3Y | -22.5% | +116.0% | -138.5% | -45.3% |
| 5Y | -0.8% | -28.0% | +27.2% | -11.8% |
| All | +211.0% | +244.3% | -33.4% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling