-27.2%
PDD vs W
+164.5%
-191.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.4% | -0.9% |
| 7D | -1.0% | +1.1% | -2.0% | -1.3% |
| 30D | -2.4% | +6.4% | -8.8% | -3.4% |
| 3M | -14.6% | +9.0% | -23.6% | -15.9% |
| 6M | -19.6% | +69.8% | -89.4% | -26.5% |
| YTD | -30.0% | +12.1% | -42.0% | -32.7% |
| 1Y | -42.5% | 0.0% | -42.5% | -44.0% |
| 3Y | -27.2% | +160.3% | -187.5% | -44.8% |
| All | -27.2% | +164.5% | -191.7% | -44.8% |
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 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