+207.9%
PDD vs GWW
+328.7%
-120.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -4.1% | +1.4% | -5.5% | -4.4% |
| 30D | -9.6% | +3.3% | -12.9% | -10.4% |
| 3M | -4.3% | +2.9% | -7.2% | -5.3% |
| 6M | -18.8% | +15.8% | -34.5% | -22.3% |
| YTD | -27.5% | +32.0% | -59.5% | -33.2% |
| 1Y | -33.6% | +29.9% | -63.5% | -38.7% |
| 3Y | -20.4% | +91.1% | -111.5% | -35.1% |
| 5Y | -19.6% | +223.9% | -243.5% | -45.7% |
| All | +207.9% | +328.7% | -120.8% | +98.1% |
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 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