+0.3%
PDD vs SWKS
-44.4%
+44.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.9% |
| 7D | +5.9% | -9.2% | +15.1% | +9.4% |
| 30D | +7.1% | -1.9% | +9.0% | +7.4% |
| 3M | -7.7% | +21.2% | -28.9% | -16.5% |
| 6M | -13.2% | +12.9% | -26.1% | -21.6% |
| YTD | -26.0% | +30.7% | -56.7% | -38.4% |
| 1Y | -38.4% | +14.1% | -52.6% | -45.4% |
| 3Y | -21.1% | -1.7% | -19.4% | -35.1% |
| 5Y | +0.3% | -43.0% | +43.3% | +42.1% |
| All | +0.3% | -44.4% | +44.7% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling