+195.9%
PDD vs ARWR
+192.2%
+3.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -3.8% | -19.9% | +16.1% | +0.5% |
| 30D | -2.4% | -18.7% | +16.4% | +1.7% |
| 3M | -12.7% | -44.7% | +32.0% | -1.7% |
| 6M | -20.0% | -36.5% | +16.5% | -13.7% |
| YTD | -30.3% | -25.7% | -4.7% | -28.1% |
| 1Y | -42.4% | +18.9% | -61.3% | -47.3% |
| 3Y | -27.5% | +83.1% | -110.6% | -47.2% |
| 5Y | -14.9% | -34.9% | +19.9% | -22.9% |
| All | +195.9% | +192.2% | +3.7% | +55.6% |
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