+195.8%
PDD vs W
-10.9%
+206.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | -3.0% | +6.8% | -9.9% | -4.8% |
| 3M | -6.2% | +10.7% | -16.8% | -8.7% |
| 6M | -20.7% | +86.3% | -107.1% | -32.8% |
| YTD | -30.4% | +11.5% | -41.8% | -34.8% |
| 1Y | -41.3% | +5.1% | -46.4% | -44.5% |
| 3Y | -27.7% | +171.0% | -198.7% | -50.8% |
| 5Y | -16.9% | -56.6% | +39.7% | -26.0% |
| All | +195.8% | -10.9% | +206.7% | +113.8% |
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