+197.4%
PDD vs SWK
+5.2%
+192.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | -1.0% | +11.3% | -12.3% | -4.7% |
| 30D | -2.4% | +31.5% | -33.9% | -11.2% |
| 3M | -14.6% | +14.4% | -29.1% | -18.8% |
| 6M | -19.6% | +46.4% | -66.0% | -30.4% |
| YTD | -30.0% | +61.6% | -91.6% | -41.9% |
| 1Y | -42.5% | +78.7% | -121.3% | -54.1% |
| 3Y | -27.2% | +54.4% | -81.6% | -42.0% |
| 5Y | -8.2% | -25.3% | +17.1% | -6.5% |
| All | +197.4% | +5.2% | +192.1% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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