-22.5%
PDD vs WPM
+212.7%
-235.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.4% |
| 7D | +5.6% | +16.9% | -11.3% | +3.7% |
| 30D | +5.8% | +2.0% | +3.8% | +5.3% |
| 3M | -8.6% | +8.9% | -17.5% | -10.0% |
| 6M | -18.8% | +1.6% | -20.4% | -19.5% |
| YTD | -26.8% | +16.5% | -43.3% | -28.3% |
| 1Y | -39.3% | +42.2% | -81.5% | -41.4% |
| 3Y | -22.5% | +213.3% | -235.8% | -33.3% |
| All | -22.5% | +212.7% | -235.2% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling