-25.7%
PDD vs ARWR
+79.9%
-105.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -15.3% | +12.3% | -1.9% |
| 7D | -1.4% | -17.3% | +15.9% | -0.2% |
| 30D | -1.0% | -21.5% | +20.5% | +0.6% |
| 3M | -12.3% | -43.8% | +31.6% | -8.7% |
| 6M | -18.5% | -32.3% | +13.8% | -16.7% |
| YTD | -29.0% | -25.8% | -3.2% | -28.2% |
| 1Y | -40.7% | +25.5% | -66.2% | -42.6% |
| 3Y | -25.7% | +84.1% | -109.8% | -32.6% |
| All | -25.7% | +79.9% | -105.6% | -32.6% |
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