+190.4%
PDD vs WAB
+187.6%
+2.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -7.6% | +7.9% | -15.6% | -9.9% |
| 30D | -5.4% | +4.9% | -10.3% | -7.1% |
| 3M | -12.9% | +1.8% | -14.7% | -13.8% |
| 6M | -19.0% | +12.0% | -31.0% | -22.9% |
| YTD | -31.6% | +41.3% | -72.9% | -39.9% |
| 1Y | -43.0% | +43.8% | -86.8% | -50.2% |
| 3Y | -28.9% | +171.1% | -200.0% | -50.7% |
| 5Y | -18.4% | +217.7% | -236.1% | -46.6% |
| All | +190.4% | +187.6% | +2.8% | +113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling