+256.2%
PDD vs TW
+287.8%
-31.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.2% |
| 7D | -1.4% | +3.4% | -4.9% | -2.7% |
| 30D | -1.0% | +15.5% | -16.5% | -6.4% |
| 3M | -12.3% | +25.1% | -37.4% | -19.8% |
| 6M | -18.5% | +18.2% | -36.7% | -24.3% |
| YTD | -29.0% | +19.7% | -48.7% | -35.0% |
| 1Y | -40.7% | +18.1% | -58.8% | -45.5% |
| 3Y | -25.7% | +40.5% | -66.2% | -39.4% |
| 5Y | -3.3% | +37.1% | -40.4% | -22.8% |
| All | +256.2% | +287.8% | -31.6% | +135.3% |
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