-23.7%
PDD vs GWW
+224.0%
-247.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -4.1% | +1.4% | -5.5% | -4.3% |
| 30D | -9.6% | +3.3% | -12.9% | -10.1% |
| 3M | -4.3% | +2.9% | -7.2% | -5.0% |
| 6M | -18.8% | +15.8% | -34.5% | -21.3% |
| YTD | -27.5% | +32.0% | -59.5% | -31.4% |
| 1Y | -33.6% | +29.9% | -63.5% | -37.1% |
| 3Y | -20.4% | +91.1% | -111.5% | -30.3% |
| All | -23.7% | +224.0% | -247.7% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling