-22.5%
PDD vs ARWR
+105.6%
-128.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | +5.6% | -2.9% | +8.5% | +5.8% |
| 30D | +5.8% | -5.4% | +11.2% | +6.1% |
| 3M | -8.6% | -32.2% | +23.6% | -6.1% |
| 6M | -18.8% | -26.5% | +7.7% | -17.4% |
| YTD | -26.8% | -12.4% | -14.4% | -26.8% |
| 1Y | -39.3% | +46.9% | -86.1% | -41.8% |
| 3Y | -22.5% | +116.0% | -138.5% | -30.6% |
| All | -22.5% | +105.6% | -128.1% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling