-0.3%
PDD vs WAT
+32.4%
-32.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | +5.6% | -1.1% | +6.7% | +5.9% |
| 30D | +5.8% | +5.0% | +0.8% | +4.0% |
| 3M | -8.6% | +14.5% | -23.1% | -12.5% |
| 6M | -18.8% | +30.9% | -49.8% | -26.0% |
| YTD | -26.8% | +20.5% | -47.2% | -32.0% |
| 1Y | -39.3% | +23.3% | -62.6% | -44.1% |
| 3Y | -22.5% | +81.5% | -104.0% | -45.9% |
| All | -0.3% | +32.4% | -32.6% | -12.7% |
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