-25.7%
PDD vs TW
+40.3%
-66.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.1% |
| 7D | -1.4% | +3.4% | -4.9% | -1.9% |
| 30D | -1.0% | +15.5% | -16.5% | -3.1% |
| 3M | -12.3% | +25.1% | -37.4% | -15.2% |
| 6M | -18.5% | +18.2% | -36.7% | -20.8% |
| YTD | -29.0% | +19.7% | -48.7% | -31.4% |
| 1Y | -40.7% | +18.1% | -58.8% | -42.6% |
| 3Y | -25.7% | +40.5% | -66.2% | -25.0% |
| All | -25.7% | +40.3% | -66.0% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling