-14.5%
PDD vs ITW
+38.5%
-53.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.6% |
| 7D | -1.0% | +0.5% | -1.5% | -1.3% |
| 30D | -2.4% | +9.1% | -11.5% | -6.2% |
| 3M | -14.6% | -1.6% | -13.1% | -14.2% |
| 6M | -19.6% | +14.5% | -34.1% | -25.0% |
| YTD | -30.0% | +19.2% | -49.1% | -36.3% |
| 1Y | -42.5% | +20.9% | -63.5% | -48.2% |
| 3Y | -27.2% | +33.1% | -60.3% | -39.3% |
| All | -14.5% | +38.5% | -53.0% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling