+263.8%
PDD vs TW
+221.1%
+42.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -4.1% | -2.3% | -1.7% | -3.2% |
| 30D | -9.6% | +3.9% | -13.5% | -11.1% |
| 3M | -4.3% | +5.7% | -10.0% | -6.9% |
| 6M | -18.8% | -14.5% | -4.2% | -14.5% |
| YTD | -27.5% | -0.9% | -26.6% | -28.5% |
| 1Y | -33.6% | -13.5% | -20.1% | -31.0% |
| 3Y | -20.4% | +25.0% | -45.4% | -32.7% |
| 5Y | -19.6% | +22.7% | -42.3% | -32.7% |
| All | +263.8% | +221.1% | +42.7% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling