-27.7%
PDD vs W
+161.9%
-189.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -3.0% | +6.8% | -9.9% | -4.1% |
| 3M | -6.2% | +10.7% | -16.8% | -7.8% |
| 6M | -20.7% | +86.3% | -107.1% | -28.5% |
| YTD | -30.4% | +11.5% | -41.8% | -33.0% |
| 1Y | -41.3% | +5.1% | -46.4% | -43.2% |
| 3Y | -27.7% | +171.0% | -198.7% | -45.2% |
| All | -27.7% | +161.9% | -189.6% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling