-24.6%
PDD vs WTW
+45.2%
-69.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.1% | -0.5% |
| 7D | -4.4% | -7.1% | +2.7% | -2.6% |
| 30D | -15.5% | -8.5% | -6.9% | -13.5% |
| 3M | -4.1% | +20.6% | -24.6% | -8.8% |
| 6M | -23.4% | +7.2% | -30.6% | -25.2% |
| YTD | -30.7% | -3.9% | -26.8% | -30.4% |
| 1Y | -37.6% | -3.6% | -34.0% | -37.6% |
| 3Y | -17.5% | +60.7% | -78.2% | -38.5% |
| 5Y | -24.6% | +42.2% | -66.8% | -44.8% |
| All | -24.6% | +45.2% | -69.8% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling