+198.7%
PDD vs WAB
+172.2%
+26.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | -4.1% | +1.7% | -5.8% | -4.6% |
| 30D | -13.1% | -2.4% | -10.7% | -12.5% |
| 3M | -3.5% | +9.7% | -13.1% | -7.1% |
| 6M | -21.8% | +16.5% | -38.3% | -26.4% |
| YTD | -29.7% | +33.7% | -63.4% | -36.9% |
| 1Y | -36.2% | +49.7% | -85.9% | -45.0% |
| 3Y | -16.4% | +170.9% | -187.3% | -42.0% |
| 5Y | -23.8% | +228.0% | -251.9% | -50.1% |
| All | +198.7% | +172.2% | +26.5% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WAB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling