+194.4%
PDD vs WY
-10.6%
+205.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -4.4% | -1.7% | -2.7% | -3.9% |
| 30D | -15.5% | -9.9% | -5.6% | -12.8% |
| 3M | -4.1% | -7.5% | +3.5% | -2.2% |
| 6M | -23.4% | -5.1% | -18.3% | -22.7% |
| YTD | -30.7% | -2.1% | -28.6% | -31.0% |
| 1Y | -37.6% | -7.3% | -30.3% | -37.0% |
| 3Y | -17.5% | -22.6% | +5.1% | -13.1% |
| 5Y | -24.6% | -19.8% | -4.8% | -20.8% |
| All | +194.4% | -10.6% | +205.1% | +270.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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