-41.3%
PDD vs WM
+21.5%
-62.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.8% |
| 7D | -4.9% | +3.2% | -8.1% | -4.6% |
| 30D | -3.0% | +13.0% | -16.1% | -1.4% |
| 3M | -6.2% | +9.2% | -15.4% | -5.4% |
| 6M | -20.7% | +13.6% | -34.4% | -18.4% |
| YTD | -30.4% | +12.4% | -42.8% | -28.4% |
| 1Y | -41.3% | +21.2% | -62.5% | -36.2% |
| All | -41.3% | +21.5% | -62.8% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling