+195.8%
PDD vs WM
+217.6%
-21.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -4.9% | +3.2% | -8.1% | -4.9% |
| 30D | -3.0% | +13.0% | -16.1% | -3.0% |
| 3M | -6.2% | +9.2% | -15.4% | -6.1% |
| 6M | -20.7% | +13.6% | -34.4% | -20.6% |
| YTD | -30.4% | +12.4% | -42.8% | -30.3% |
| 1Y | -41.3% | +21.2% | -62.5% | -41.3% |
| 3Y | -27.7% | +48.7% | -76.4% | -28.4% |
| 5Y | -16.9% | +61.9% | -78.8% | -18.2% |
| All | +195.8% | +217.6% | -21.9% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling