-23.7%
PDD vs PWR
+443.9%
-467.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -4.1% | +3.6% | -7.7% | -4.9% |
| 30D | -9.6% | -8.6% | -1.0% | -7.7% |
| 3M | -4.3% | -13.2% | +8.9% | -1.7% |
| 6M | -18.8% | +9.9% | -28.7% | -22.7% |
| YTD | -27.5% | +48.0% | -75.5% | -37.2% |
| 1Y | -33.6% | +66.2% | -99.8% | -44.9% |
| 3Y | -20.4% | +195.1% | -215.5% | -48.6% |
| All | -23.7% | +443.9% | -467.6% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling