+191.5%
PDD vs ITW
+132.5%
+59.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.2% |
| 7D | -4.6% | -2.4% | -2.3% | -3.7% |
| 30D | -14.0% | -9.5% | -4.5% | -10.5% |
| 3M | -4.9% | +6.6% | -11.5% | -7.6% |
| 6M | -25.8% | -1.8% | -24.0% | -25.6% |
| YTD | -31.4% | +9.0% | -40.4% | -34.3% |
| 1Y | -37.6% | +3.6% | -41.1% | -39.1% |
| 3Y | -18.4% | +19.4% | -37.8% | -25.9% |
| 5Y | -25.0% | +36.4% | -61.4% | -35.8% |
| All | +191.5% | +132.5% | +59.1% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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