-18.7%
PDD vs WWD
+166.3%
-184.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -4.1% | +1.3% | -5.4% | -4.3% |
| 30D | -9.6% | -7.2% | -2.4% | -8.5% |
| 3M | -4.3% | -3.8% | -0.4% | -4.5% |
| 6M | -18.8% | -9.9% | -8.8% | -18.1% |
| YTD | -27.5% | +14.8% | -42.3% | -30.0% |
| 1Y | -33.6% | +42.1% | -75.7% | -38.3% |
| All | -18.7% | +166.3% | -184.9% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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