-41.3%
PDD vs ARWR
+17.3%
-58.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.8% |
| 7D | -4.9% | -17.8% | +13.0% | -3.6% |
| 30D | -3.0% | -18.1% | +15.1% | -1.7% |
| 3M | -6.2% | -44.2% | +38.0% | -2.4% |
| 6M | -20.7% | -38.6% | +17.9% | -18.2% |
| YTD | -30.4% | -28.0% | -2.3% | -30.2% |
| 1Y | -41.3% | +16.1% | -57.4% | -43.9% |
| All | -41.3% | +17.3% | -58.6% | -43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling