-23.7%
PDD vs SW
-2.3%
-21.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.5% |
| 7D | -4.1% | -5.1% | +1.0% | -3.3% |
| 30D | -9.6% | -4.6% | -5.0% | -9.0% |
| 3M | -4.3% | +9.4% | -13.7% | -6.1% |
| 6M | -18.8% | +3.5% | -22.3% | -19.9% |
| YTD | -27.5% | +22.0% | -49.5% | -30.6% |
| 1Y | -33.6% | +2.2% | -35.8% | -34.8% |
| 3Y | -20.4% | +19.6% | -40.0% | -25.3% |
| All | -23.7% | -2.3% | -21.4% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling