+214.4%
PDD vs W
-9.7%
+224.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.2% | +10.4% | +3.9% |
| 7D | +5.9% | -5.6% | +11.5% | +6.9% |
| 30D | +7.1% | +7.5% | -0.4% | +5.1% |
| 3M | -7.7% | +5.4% | -13.1% | -9.2% |
| 6M | -13.2% | +79.4% | -92.6% | -25.8% |
| YTD | -26.0% | +12.9% | -38.9% | -30.9% |
| 1Y | -38.4% | +12.4% | -50.8% | -42.8% |
| 3Y | -21.1% | +128.5% | -149.6% | -44.1% |
| 5Y | +0.3% | -54.0% | +54.3% | -11.7% |
| All | +214.4% | -9.7% | +224.1% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling