+214.4%
PDD vs WM
+214.3%
+0.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.2% |
| 7D | +5.9% | +4.5% | +1.4% | +5.9% |
| 30D | +7.1% | +16.1% | -9.0% | +7.2% |
| 3M | -7.7% | +8.0% | -15.7% | -7.7% |
| 6M | -13.2% | +8.4% | -21.6% | -13.2% |
| YTD | -26.0% | +11.2% | -37.2% | -25.9% |
| 1Y | -38.4% | +22.3% | -60.7% | -38.4% |
| 3Y | -21.1% | +50.2% | -71.4% | -22.0% |
| 5Y | +0.3% | +63.3% | -62.9% | -1.4% |
| All | +214.4% | +214.3% | +0.1% | +186.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling