+207.9%
PDD vs ITW
+136.8%
+71.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -4.1% | -3.6% | -0.5% | -2.7% |
| 30D | -9.6% | -9.1% | -0.5% | -6.1% |
| 3M | -4.3% | +8.2% | -12.5% | -7.6% |
| 6M | -18.8% | -4.8% | -14.0% | -17.5% |
| YTD | -27.5% | +11.0% | -38.5% | -31.1% |
| 1Y | -33.6% | +4.2% | -37.9% | -35.4% |
| 3Y | -20.4% | +17.3% | -37.7% | -27.1% |
| 5Y | -19.6% | +33.0% | -52.6% | -30.6% |
| All | +207.9% | +136.8% | +71.1% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling