-16.0%
PDD vs WM
+5.9%
-21.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.8% | +2.4% |
| 7D | +6.0% | +5.9% | +0.1% | +5.9% |
| 30D | +5.5% | +15.4% | -9.9% | +6.0% |
| 3M | -9.8% | +6.3% | -16.1% | -10.1% |
| 6M | -16.0% | +5.6% | -21.6% | -17.3% |
| All | -16.0% | +5.9% | -21.9% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling