+194.4%
PDD vs GWW
+313.9%
-119.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -4.4% | -0.5% | -4.0% | -4.3% |
| 30D | -15.5% | -1.4% | -14.0% | -15.2% |
| 3M | -4.1% | -3.6% | -0.4% | -3.5% |
| 6M | -23.4% | +15.1% | -38.5% | -26.7% |
| YTD | -30.7% | +27.5% | -58.2% | -35.5% |
| 1Y | -37.6% | +29.6% | -67.2% | -42.4% |
| 3Y | -17.5% | +90.1% | -107.6% | -32.7% |
| 5Y | -24.6% | +222.6% | -247.2% | -49.2% |
| All | +194.4% | +313.9% | -119.5% | +91.1% |
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