-23.7%
PDD vs WM
+52.1%
-75.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.6% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | -9.6% | -2.4% | -7.2% | -9.8% |
| 3M | -4.3% | +0.4% | -4.7% | -4.2% |
| 6M | -18.8% | -9.5% | -9.3% | -19.1% |
| YTD | -27.5% | +0.5% | -28.0% | -27.4% |
| 1Y | -33.6% | -1.1% | -32.5% | -33.4% |
| 3Y | -20.4% | +46.0% | -66.4% | -20.4% |
| All | -23.7% | +52.1% | -75.8% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling