-13.6%
PDD vs WAT
+28.6%
-42.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -4.9% | +0.6% | -5.5% | -5.1% |
| 30D | -3.0% | +5.4% | -8.5% | -4.8% |
| 3M | -6.2% | +11.3% | -17.5% | -9.5% |
| 6M | -20.7% | +37.4% | -58.1% | -28.7% |
| YTD | -30.4% | +21.2% | -51.5% | -35.4% |
| 1Y | -41.3% | +21.3% | -62.6% | -45.6% |
| 3Y | -27.7% | +83.4% | -111.1% | -49.6% |
| All | -13.6% | +28.6% | -42.2% | -26.8% |
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