+214.4%
PDD vs SWK
+4.2%
+210.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +3.0% |
| 7D | +5.9% | +11.3% | -5.4% | +1.9% |
| 30D | +7.1% | +28.1% | -21.0% | -1.8% |
| 3M | -7.7% | +12.6% | -20.3% | -11.7% |
| 6M | -13.2% | +51.7% | -64.9% | -25.8% |
| YTD | -26.0% | +60.0% | -85.9% | -38.4% |
| 1Y | -38.4% | +72.7% | -111.1% | -50.3% |
| 3Y | -21.1% | +46.3% | -67.4% | -35.9% |
| 5Y | +0.3% | -24.6% | +25.0% | +1.9% |
| All | +214.4% | +4.2% | +210.2% | +178.1% |
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 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