+197.4%
PDD vs PWR
+1,661.9%
-1,464.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -1.0% | -11.2% | +10.3% | +1.2% |
| 30D | -2.4% | -17.4% | +15.0% | +1.2% |
| 3M | -14.6% | -11.7% | -2.9% | -13.3% |
| 6M | -19.6% | -21.7% | +2.1% | -16.6% |
| YTD | -30.0% | +38.3% | -68.2% | -39.1% |
| 1Y | -42.5% | +29.6% | -72.1% | -49.1% |
| 3Y | -27.2% | +236.1% | -263.3% | -54.3% |
| 5Y | -8.2% | +406.3% | -414.6% | -51.3% |
| All | +197.4% | +1,661.9% | -1,464.5% | -12.6% |
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