+214.4%
PDD vs ARWR
+240.2%
-25.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.8% | +9.0% | +3.6% |
| 7D | +5.9% | -5.0% | +10.9% | +7.0% |
| 30D | +7.1% | -6.6% | +13.7% | +8.5% |
| 3M | -7.7% | -33.9% | +26.2% | +0.3% |
| 6M | -13.2% | -23.3% | +10.1% | -9.9% |
| YTD | -26.0% | -13.5% | -12.5% | -25.9% |
| 1Y | -38.4% | +42.5% | -81.0% | -45.8% |
| 3Y | -21.1% | +104.1% | -125.2% | -43.5% |
| 5Y | +0.3% | -28.8% | +29.2% | -10.6% |
| All | +214.4% | +240.2% | -25.8% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling