-22.5%
PDD vs WAB
+157.8%
-180.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | +5.6% | +1.4% | +4.2% | +5.2% |
| 30D | +5.8% | +0.4% | +5.4% | +5.5% |
| 3M | -8.6% | -3.8% | -4.8% | -8.1% |
| 6M | -18.8% | +5.1% | -23.9% | -20.5% |
| YTD | -26.8% | +33.3% | -60.1% | -33.2% |
| 1Y | -39.3% | +39.8% | -79.1% | -45.3% |
| 3Y | -22.5% | +161.1% | -183.5% | -11.3% |
| All | -22.5% | +157.8% | -180.3% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling