+207.9%
PDD vs SWK
-12.8%
+220.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -4.1% | -0.4% | -3.6% | -3.9% |
| 30D | -9.6% | -5.7% | -3.9% | -7.9% |
| 3M | -4.3% | +24.1% | -28.3% | -11.9% |
| 6M | -18.8% | +24.7% | -43.5% | -25.8% |
| YTD | -27.5% | +33.9% | -61.4% | -35.7% |
| 1Y | -33.6% | +34.7% | -68.3% | -41.5% |
| 3Y | -20.4% | +15.3% | -35.7% | -29.5% |
| 5Y | -19.6% | -39.3% | +19.7% | -12.0% |
| All | +207.9% | -12.8% | +220.7% | +190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling