+195.8%
PDD vs ARWR
+182.9%
+12.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.6% |
| 7D | -4.9% | -17.8% | +13.0% | -1.0% |
| 30D | -3.0% | -18.1% | +15.1% | +0.8% |
| 3M | -6.2% | -44.2% | +38.0% | +5.4% |
| 6M | -20.7% | -38.6% | +17.9% | -13.8% |
| YTD | -30.4% | -28.0% | -2.3% | -27.6% |
| 1Y | -41.3% | +16.1% | -57.4% | -46.1% |
| 3Y | -27.7% | +84.0% | -111.7% | -47.5% |
| 5Y | -16.9% | -35.4% | +18.5% | -24.6% |
| All | +195.8% | +182.9% | +12.9% | +56.6% |
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