-22.5%
PDD vs W
+123.5%
-146.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.9% |
| 7D | +5.6% | -3.6% | +9.2% | +6.0% |
| 30D | +5.8% | +7.0% | -1.2% | +4.6% |
| 3M | -8.6% | +7.4% | -16.0% | -9.8% |
| 6M | -18.8% | +69.3% | -88.1% | -25.8% |
| YTD | -26.8% | +11.3% | -38.1% | -29.5% |
| 1Y | -39.3% | +13.2% | -52.5% | -41.8% |
| 3Y | -22.5% | +142.0% | -164.5% | -40.0% |
| All | -22.5% | +123.5% | -146.0% | -40.0% |
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