-16.4%
PDD vs ITW
+21.4%
-37.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -4.1% | -0.4% | -3.7% | -4.0% |
| 30D | -13.1% | -9.4% | -3.7% | -10.6% |
| 3M | -3.5% | +7.1% | -10.6% | -5.8% |
| 6M | -21.8% | -1.9% | -19.9% | -21.6% |
| YTD | -29.7% | +10.4% | -40.1% | -32.4% |
| 1Y | -36.2% | +3.3% | -39.5% | -37.3% |
| 3Y | -16.4% | +21.0% | -37.4% | -20.2% |
| All | -16.4% | +21.4% | -37.7% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling