+201.5%
PDD vs PWR
+1,687.1%
-1,485.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.4% | -12.4% | -5.2% |
| 7D | -1.4% | -4.8% | +3.3% | -1.1% |
| 30D | -1.0% | -16.2% | +15.2% | +2.3% |
| 3M | -12.3% | -11.9% | -0.3% | -10.8% |
| 6M | -18.5% | -20.6% | +2.1% | -15.7% |
| YTD | -29.0% | +40.3% | -69.3% | -38.4% |
| 1Y | -40.7% | +33.0% | -73.7% | -47.9% |
| 3Y | -25.7% | +250.0% | -275.7% | -54.0% |
| 5Y | -3.3% | +404.2% | -407.5% | -48.6% |
| All | +201.5% | +1,687.1% | -1,485.6% | -11.7% |
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