+207.9%
PDD vs SWKS
-5.1%
+213.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.9% |
| 7D | -4.1% | +12.5% | -16.6% | -9.2% |
| 30D | -9.6% | +10.5% | -20.1% | -13.9% |
| 3M | -4.3% | -7.4% | +3.1% | -2.8% |
| 6M | -18.8% | +32.7% | -51.4% | -32.5% |
| YTD | -27.5% | +19.2% | -46.7% | -36.9% |
| 1Y | -33.6% | +2.4% | -36.0% | -38.3% |
| 3Y | -20.4% | -25.6% | +5.2% | -20.5% |
| 5Y | -19.6% | -53.4% | +33.8% | +4.5% |
| All | +207.9% | -5.1% | +213.0% | +210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling