-21.6%
PDD vs SWKS
-1.9%
-19.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.4% |
| 7D | +5.9% | -9.2% | +15.1% | +7.0% |
| 30D | +7.1% | -1.9% | +9.0% | +7.2% |
| 3M | -7.7% | +21.2% | -28.9% | -11.0% |
| 6M | -13.2% | +12.9% | -26.1% | -16.1% |
| YTD | -26.0% | +30.7% | -56.7% | -30.8% |
| 1Y | -38.4% | +14.1% | -52.6% | -41.0% |
| All | -21.6% | -1.9% | -19.8% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling