-23.7%
PDD vs WING
-34.0%
+10.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -4.1% | -3.9% | -0.2% | -3.3% |
| 30D | -9.6% | -11.6% | +2.0% | -7.6% |
| 3M | -4.3% | -24.2% | +19.9% | +0.3% |
| 6M | -18.8% | -54.1% | +35.3% | -5.3% |
| YTD | -27.5% | -53.9% | +26.4% | -16.5% |
| 1Y | -33.6% | -64.4% | +30.7% | -19.1% |
| 3Y | -20.4% | -30.2% | +9.8% | -33.8% |
| All | -23.7% | -34.0% | +10.3% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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