-23.7%
PDD vs ARWR
+28.5%
-52.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -4.1% | +1.7% | -5.7% | -4.4% |
| 30D | -9.6% | -0.7% | -8.9% | -9.5% |
| 3M | -4.3% | +14.9% | -19.1% | -7.8% |
| 6M | -18.8% | +32.6% | -51.4% | -24.6% |
| YTD | -27.5% | +30.0% | -57.5% | -32.8% |
| 1Y | -33.6% | +208.4% | -242.0% | -50.2% |
| 3Y | -20.4% | +208.8% | -229.2% | -48.1% |
| All | -23.7% | +28.5% | -52.2% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling