-37.0%
PDD vs ITW
+3.6%
-40.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | -4.4% | -1.9% | -2.5% | -4.1% |
| 30D | -15.5% | -10.4% | -5.1% | -13.9% |
| 3M | -4.1% | +3.5% | -7.6% | -4.9% |
| 6M | -23.4% | -3.4% | -20.0% | -23.3% |
| YTD | -30.7% | +8.5% | -39.2% | -32.0% |
| All | -37.0% | +3.6% | -40.5% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling