-16.4%
PDD vs GWW
+91.5%
-107.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.7% |
| 7D | -4.1% | -1.5% | -2.6% | -3.9% |
| 30D | -13.1% | +1.1% | -14.2% | -13.2% |
| 3M | -3.5% | -1.0% | -2.5% | -3.6% |
| 6M | -21.8% | +16.3% | -38.1% | -24.1% |
| YTD | -29.7% | +28.5% | -58.2% | -32.6% |
| 1Y | -36.2% | +30.3% | -66.5% | -39.0% |
| 3Y | -16.4% | +91.6% | -108.0% | -18.3% |
| All | -16.4% | +91.5% | -107.8% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling