-29.0%
PDD vs KWEB
-6.0%
-23.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | +1.0% |
| 7D | -7.6% | -7.5% | -0.2% | -1.1% |
| 30D | -5.4% | -7.3% | +1.9% | +1.1% |
| 3M | -12.9% | -16.8% | +3.9% | +2.6% |
| 6M | -19.0% | -21.4% | +2.4% | +0.2% |
| YTD | -31.6% | -32.7% | +1.1% | -3.5% |
| 1Y | -43.0% | -38.2% | -4.8% | -13.1% |
| All | -29.0% | -6.0% | -23.0% | -26.8% |
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