+191.5%
PDD vs KWEB
-48.1%
+239.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | +0.6% |
| 7D | -4.6% | -4.3% | -0.3% | +0.3% |
| 30D | -14.0% | -13.0% | -1.0% | +1.3% |
| 3M | -4.9% | -7.6% | +2.7% | +4.2% |
| 6M | -25.8% | -21.1% | -4.6% | -2.4% |
| YTD | -31.4% | -28.2% | -3.1% | -0.2% |
| 1Y | -37.6% | -34.9% | -2.7% | +1.2% |
| 3Y | -18.4% | -0.8% | -17.6% | -25.2% |
| 5Y | -25.0% | -43.6% | +18.6% | +52.2% |
| All | +191.5% | -48.1% | +239.6% | +738.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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