-19.3%
PDD vs KWEB
-1.6%
-17.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | +0.6% |
| 7D | -4.4% | -3.6% | -0.8% | -1.3% |
| 30D | -15.5% | -14.9% | -0.6% | -2.3% |
| 3M | -4.1% | -5.4% | +1.4% | +1.0% |
| 6M | -23.4% | -18.9% | -4.6% | -7.7% |
| YTD | -30.7% | -27.2% | -3.4% | -8.5% |
| 1Y | -37.6% | -34.2% | -3.4% | -10.1% |
| All | -19.3% | -1.6% | -17.7% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling