-38.6%
PDD vs W
+21.5%
-60.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.0% | -8.5% | +1.1% |
| 7D | +6.0% | +8.4% | -2.3% | +4.9% |
| 30D | +5.5% | +16.5% | -11.1% | +3.3% |
| 3M | -9.8% | +6.4% | -16.2% | -10.9% |
| 6M | -16.0% | +90.5% | -106.5% | -23.9% |
| YTD | -27.6% | +23.1% | -50.6% | -30.4% |
| 1Y | -38.6% | +24.3% | -62.9% | -41.1% |
| All | -38.6% | +21.5% | -60.1% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling