+201.5%
PDD vs WU
-41.3%
+242.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -1.4% | +9.1% | -10.5% | -3.3% |
| 30D | -1.0% | +12.1% | -13.1% | -3.5% |
| 3M | -12.3% | +0.3% | -12.6% | -12.6% |
| 6M | -18.5% | -19.1% | +0.6% | -15.5% |
| YTD | -29.0% | -19.2% | -9.8% | -26.6% |
| 1Y | -40.7% | -15.3% | -25.4% | -39.5% |
| 3Y | -25.7% | -21.3% | -4.4% | -24.3% |
| 5Y | -3.3% | -41.7% | +38.4% | +4.4% |
| All | +201.5% | -41.3% | +242.8% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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