+195.8%
PDD vs GWW
+382.9%
-187.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.1% |
| 7D | -4.9% | +3.6% | -8.4% | -5.8% |
| 30D | -3.0% | +12.1% | -15.2% | -5.9% |
| 3M | -6.2% | +12.9% | -19.1% | -9.2% |
| 6M | -20.7% | +19.3% | -40.0% | -24.7% |
| YTD | -30.4% | +48.7% | -79.1% | -37.8% |
| 1Y | -41.3% | +60.5% | -101.8% | -48.7% |
| 3Y | -27.7% | +93.3% | -121.0% | -40.9% |
| 5Y | -16.9% | +219.0% | -235.8% | -43.0% |
| All | +195.8% | +382.9% | -187.1% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling