-23.3%
PDD vs SWK
+50.4%
-73.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +13.1% | -10.6% | -0.1% |
| 7D | +6.0% | +17.9% | -11.9% | +2.6% |
| 30D | +5.5% | +31.9% | -26.5% | -0.2% |
| 3M | -9.8% | +16.6% | -26.3% | -12.6% |
| 6M | -16.0% | +61.1% | -77.1% | -24.4% |
| YTD | -27.6% | +64.2% | -91.8% | -35.4% |
| 1Y | -38.6% | +85.2% | -123.8% | -46.8% |
| All | -23.3% | +50.4% | -73.7% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling