+207.7%
PDD vs SWKS
+6.3%
+201.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.7% |
| 7D | +6.0% | -4.9% | +11.0% | +8.2% |
| 30D | +5.5% | -1.2% | +6.6% | +5.5% |
| 3M | -9.8% | +24.2% | -33.9% | -20.4% |
| 6M | -16.0% | +21.5% | -37.5% | -28.0% |
| YTD | -27.6% | +33.5% | -61.0% | -41.5% |
| 1Y | -38.6% | +18.9% | -57.5% | -47.6% |
| 3Y | -22.8% | +0.4% | -23.2% | -36.4% |
| 5Y | -5.2% | -44.3% | +39.1% | +10.4% |
| All | +207.7% | +6.3% | +201.4% | +187.3% |
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