+201.5%
PDD vs WM
+208.2%
-6.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.0% |
| 7D | -1.4% | -0.5% | -1.0% | -1.4% |
| 30D | -1.0% | +13.3% | -14.3% | -0.9% |
| 3M | -12.3% | +4.4% | -16.7% | -12.3% |
| 6M | -18.5% | +10.8% | -29.3% | -18.4% |
| YTD | -29.0% | +9.1% | -38.1% | -29.0% |
| 1Y | -40.7% | +19.1% | -59.8% | -40.7% |
| 3Y | -25.7% | +45.7% | -71.4% | -26.5% |
| 5Y | -3.3% | +60.4% | -63.7% | -5.0% |
| All | +201.5% | +208.2% | -6.7% | +175.0% |
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