+211.0%
PDD vs PWR
+1,534.0%
-1,323.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.4% | -2.6% |
| 7D | +5.6% | -12.9% | +18.5% | +8.4% |
| 30D | +5.8% | -22.8% | +28.6% | +11.6% |
| 3M | -8.6% | -19.0% | +10.4% | -5.1% |
| 6M | -18.8% | -31.1% | +12.3% | -12.9% |
| YTD | -26.8% | +28.2% | -55.0% | -35.0% |
| 1Y | -39.3% | +22.2% | -61.5% | -45.5% |
| 3Y | -22.5% | +222.1% | -244.6% | -51.0% |
| 5Y | -0.8% | +364.1% | -364.8% | -46.2% |
| All | +211.0% | +1,534.0% | -1,323.0% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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