+211.0%
PDD vs SWKS
+5.3%
+205.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.6% |
| 7D | +5.6% | -6.2% | +11.8% | +8.3% |
| 30D | +5.8% | -1.5% | +7.3% | +5.9% |
| 3M | -8.6% | +23.0% | -31.6% | -19.1% |
| 6M | -18.8% | +27.6% | -46.4% | -31.5% |
| YTD | -26.8% | +32.3% | -59.1% | -40.7% |
| 1Y | -39.3% | +20.1% | -59.4% | -48.4% |
| 3Y | -22.5% | +0.6% | -23.1% | -36.4% |
| 5Y | -0.8% | -42.3% | +41.5% | +13.3% |
| All | +211.0% | +5.3% | +205.6% | +191.4% |
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