+197.4%
PDD vs W
-10.4%
+207.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.4% | -0.6% |
| 7D | -1.0% | +1.1% | -2.0% | -1.5% |
| 30D | -2.4% | +6.4% | -8.8% | -4.1% |
| 3M | -14.6% | +9.0% | -23.6% | -16.7% |
| 6M | -19.6% | +69.8% | -89.4% | -30.5% |
| YTD | -30.0% | +12.1% | -42.0% | -34.6% |
| 1Y | -42.5% | 0.0% | -42.5% | -45.1% |
| 3Y | -27.2% | +160.3% | -187.5% | -50.0% |
| 5Y | -8.2% | -53.3% | +45.1% | -19.4% |
| All | +197.4% | -10.4% | +207.8% | +114.7% |
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