+252.9%
PDD vs TW
+211.4%
+41.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -1.8% |
| 7D | -4.1% | -3.5% | -0.6% | -2.8% |
| 30D | -13.1% | +0.5% | -13.6% | -13.4% |
| 3M | -3.5% | +4.9% | -8.4% | -5.9% |
| 6M | -21.8% | -17.1% | -4.7% | -16.7% |
| YTD | -29.7% | -3.9% | -25.8% | -29.8% |
| 1Y | -36.2% | -13.3% | -23.0% | -33.8% |
| 3Y | -16.4% | +20.9% | -37.3% | -28.3% |
| 5Y | -23.8% | +20.5% | -44.3% | -35.7% |
| All | +252.9% | +211.4% | +41.4% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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