-23.3%
PDD vs SW
+42.5%
-65.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +2.0% |
| 7D | +6.0% | +12.1% | -6.0% | +4.7% |
| 30D | +5.5% | +6.6% | -1.1% | +4.6% |
| 3M | -9.8% | -6.0% | -3.7% | -9.3% |
| 6M | -16.0% | +21.5% | -37.5% | -18.5% |
| YTD | -27.6% | +20.3% | -47.9% | -29.9% |
| 1Y | -38.6% | +28.1% | -66.8% | -41.2% |
| All | -23.3% | +42.5% | -65.8% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling