-8.2%
PDD vs ARWR
-39.6%
+31.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -1.0% | -17.7% | +16.7% | +2.6% |
| 30D | -2.4% | -21.9% | +19.5% | +2.1% |
| 3M | -14.6% | -44.5% | +29.9% | -4.8% |
| 6M | -19.6% | -32.6% | +13.0% | -14.9% |
| YTD | -30.0% | -26.2% | -3.8% | -27.9% |
| 1Y | -42.5% | +23.0% | -65.5% | -47.8% |
| 3Y | -27.2% | +81.8% | -108.9% | -47.6% |
| 5Y | -8.2% | -36.0% | +27.8% | -10.0% |
| All | -8.2% | -39.6% | +31.4% | -10.0% |
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