+211.0%
PDD vs GWW
+366.3%
-155.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +5.6% | +6.0% | -0.4% | +4.0% |
| 30D | +5.8% | +14.0% | -8.3% | +2.2% |
| 3M | -8.6% | +12.5% | -21.2% | -11.5% |
| 6M | -18.8% | +23.6% | -42.5% | -23.7% |
| YTD | -26.8% | +43.6% | -70.4% | -34.0% |
| 1Y | -39.3% | +52.5% | -91.8% | -46.2% |
| 3Y | -22.5% | +92.6% | -115.1% | -36.6% |
| 5Y | -0.8% | +219.0% | -219.8% | -32.1% |
| All | +211.0% | +366.3% | -155.3% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling