-34.4%
PDD vs WETO
-99.4%
+65.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.0% | -1.0% |
| 7D | -4.6% | -19.9% | +15.2% | -4.5% |
| 30D | -14.0% | -42.7% | +28.7% | -14.9% |
| 3M | -4.9% | -97.7% | +92.9% | -5.0% |
| 6M | -25.8% | -94.4% | +68.7% | -27.1% |
| YTD | -31.4% | -97.0% | +65.6% | -31.5% |
| 1Y | -37.6% | -98.9% | +61.3% | -36.6% |
| All | -34.4% | -99.4% | +65.0% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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