+195.9%
PDD vs WPM
+600.2%
-404.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -3.8% | +3.1% | -6.9% | -4.5% |
| 30D | -2.4% | -1.8% | -0.5% | -2.4% |
| 3M | -12.7% | +1.0% | -13.7% | -13.6% |
| 6M | -20.0% | -5.4% | -14.6% | -20.2% |
| YTD | -30.3% | +15.9% | -46.2% | -34.1% |
| 1Y | -42.4% | +30.8% | -73.2% | -47.0% |
| 3Y | -27.5% | +222.6% | -250.2% | -48.0% |
| 5Y | -14.9% | +227.4% | -242.3% | -40.3% |
| All | +195.9% | +600.2% | -404.3% | +106.9% |
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