+211.0%
PDD vs WM
+207.8%
+3.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.1% |
| 7D | +5.6% | +1.2% | +4.4% | +5.6% |
| 30D | +5.8% | +13.1% | -7.3% | +5.9% |
| 3M | -8.6% | +3.6% | -12.2% | -8.6% |
| 6M | -18.8% | +8.1% | -26.9% | -18.8% |
| YTD | -26.8% | +8.9% | -35.7% | -26.7% |
| 1Y | -39.3% | +20.3% | -59.6% | -39.3% |
| 3Y | -22.5% | +46.2% | -68.7% | -23.3% |
| 5Y | -0.8% | +59.9% | -60.7% | -2.5% |
| All | +211.0% | +207.8% | +3.2% | +183.6% |
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