-41.7%
PDD vs W
+8.7%
-50.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.6% | -7.6% | -3.6% |
| 7D | -1.4% | +3.3% | -4.7% | -2.0% |
| 30D | -1.0% | +10.5% | -11.6% | -2.5% |
| 3M | -12.3% | +9.6% | -21.9% | -13.6% |
| 6M | -18.5% | +76.4% | -94.9% | -25.5% |
| YTD | -29.0% | +16.4% | -45.4% | -31.4% |
| All | -41.7% | +8.7% | -50.4% | -42.4% |
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