+0.9%
PDD vs WWD
+161.2%
-160.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.2% | +3.7% |
| 7D | +5.9% | -2.6% | +8.4% | +6.4% |
| 30D | +7.1% | -7.7% | +14.8% | +9.0% |
| 3M | -7.7% | -17.7% | +10.0% | -3.4% |
| 6M | -13.2% | -15.9% | +2.7% | -10.5% |
| YTD | -26.0% | +1.8% | -27.7% | -28.0% |
| 1Y | -38.4% | +17.4% | -55.8% | -42.7% |
| 3Y | -21.1% | +137.1% | -158.2% | -42.9% |
| All | +0.9% | +161.2% | -160.4% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling