-18.7%
PDD vs WEC
+42.1%
-60.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.6% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | -9.6% | -1.3% | -8.3% | -9.7% |
| 3M | -4.3% | -3.9% | -0.3% | -4.8% |
| 6M | -18.8% | -8.3% | -10.4% | -19.6% |
| YTD | -27.5% | +3.1% | -30.6% | -27.1% |
| 1Y | -33.6% | +1.9% | -35.6% | -33.4% |
| All | -18.7% | +42.1% | -60.7% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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