-23.7%
PDD vs WAT
-3.2%
-20.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -4.1% | -1.3% | -2.8% | -3.7% |
| 30D | -9.6% | +2.3% | -11.9% | -10.3% |
| 3M | -4.3% | +8.7% | -13.0% | -7.0% |
| 6M | -18.8% | +28.3% | -47.1% | -26.0% |
| YTD | -27.5% | +7.8% | -35.3% | -30.2% |
| 1Y | -33.6% | +36.6% | -70.2% | -41.8% |
| 3Y | -20.4% | +45.7% | -66.1% | -38.4% |
| All | -23.7% | -3.2% | -20.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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