+190.4%
PDD vs WPM
+580.7%
-390.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.3% |
| 7D | -7.6% | -0.5% | -7.1% | -7.7% |
| 30D | -5.4% | -3.1% | -2.3% | -5.1% |
| 3M | -12.9% | -2.2% | -10.8% | -13.3% |
| 6M | -19.0% | -7.4% | -11.6% | -18.8% |
| YTD | -31.6% | +12.6% | -44.3% | -35.0% |
| 1Y | -43.0% | +22.8% | -65.8% | -46.9% |
| 3Y | -28.9% | +213.6% | -242.5% | -48.7% |
| 5Y | -18.4% | +211.2% | -229.6% | -42.2% |
| All | +190.4% | +580.7% | -390.3% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling