+214.4%
PDD vs SW
+51.9%
+162.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.3% |
| 7D | +5.9% | +4.7% | +1.2% | +5.4% |
| 30D | +7.1% | +5.0% | +2.1% | +6.6% |
| 3M | -7.7% | -7.3% | -0.4% | -7.1% |
| 6M | -13.2% | +15.0% | -28.2% | -14.8% |
| YTD | -26.0% | +18.5% | -44.5% | -27.7% |
| 1Y | -38.4% | +27.1% | -65.6% | -40.3% |
| 3Y | -21.1% | +49.3% | -70.4% | -25.2% |
| 5Y | +0.3% | -1.6% | +2.0% | -4.2% |
| All | +214.4% | +51.9% | +162.5% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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