-18.4%
PDD vs W
-54.3%
+35.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.3% |
| 7D | -7.6% | -1.7% | -6.0% | -7.4% |
| 30D | -5.4% | +3.2% | -8.6% | -6.5% |
| 3M | -12.9% | +8.3% | -21.2% | -15.0% |
| 6M | -19.0% | +84.3% | -103.3% | -32.1% |
| YTD | -31.6% | +11.0% | -42.7% | -36.3% |
| 1Y | -43.0% | -0.2% | -42.8% | -45.7% |
| 3Y | -28.9% | +157.9% | -186.8% | -53.6% |
| 5Y | -18.4% | -56.8% | +38.4% | -2.6% |
| All | -18.4% | -54.3% | +35.9% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling