+214.4%
PDD vs SWKS
+4.1%
+210.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.1% |
| 7D | +5.9% | -9.2% | +15.1% | +10.1% |
| 30D | +7.1% | -1.9% | +9.0% | +7.5% |
| 3M | -7.7% | +21.2% | -28.9% | -17.8% |
| 6M | -13.2% | +12.9% | -26.1% | -22.9% |
| YTD | -26.0% | +30.7% | -56.7% | -39.7% |
| 1Y | -38.4% | +14.1% | -52.6% | -46.4% |
| 3Y | -21.1% | -1.7% | -19.4% | -34.4% |
| 5Y | +0.3% | -43.0% | +43.3% | +15.2% |
| All | +214.4% | +4.1% | +210.3% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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