+201.5%
PDD vs W
-6.9%
+208.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.6% | -7.6% | -4.0% |
| 7D | -1.4% | +3.3% | -4.7% | -2.4% |
| 30D | -1.0% | +10.5% | -11.6% | -3.5% |
| 3M | -12.3% | +9.6% | -21.9% | -14.5% |
| 6M | -18.5% | +76.4% | -94.9% | -30.1% |
| YTD | -29.0% | +16.4% | -45.4% | -34.2% |
| 1Y | -40.7% | +9.3% | -50.1% | -44.5% |
| 3Y | -25.7% | +172.8% | -198.5% | -49.5% |
| 5Y | -3.3% | -53.4% | +50.1% | -15.2% |
| All | +201.5% | -6.9% | +208.4% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling