-27.3%
PDD vs WM
+44.7%
-72.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.3% |
| 7D | -1.0% | +1.2% | -2.1% | -0.8% |
| 30D | -2.4% | +13.7% | -16.1% | -0.5% |
| 3M | -14.6% | +5.2% | -19.8% | -14.1% |
| 6M | -19.6% | +11.2% | -30.8% | -18.0% |
| YTD | -30.0% | +9.4% | -39.4% | -28.8% |
| 1Y | -42.5% | +20.4% | -62.9% | -40.6% |
| All | -27.3% | +44.7% | -72.0% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling