-23.7%
PDD vs WY
-21.8%
-1.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -4.1% | -1.7% | -2.3% | -3.4% |
| 30D | -9.6% | -10.1% | +0.5% | -5.7% |
| 3M | -4.3% | -5.1% | +0.9% | -2.8% |
| 6M | -18.8% | -4.8% | -14.0% | -18.0% |
| YTD | -27.5% | -0.2% | -27.3% | -28.7% |
| 1Y | -33.6% | -6.6% | -27.0% | -32.9% |
| 3Y | -20.4% | -22.7% | +2.3% | -13.7% |
| All | -23.7% | -21.8% | -1.9% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling