+84.8%
WFC vs PDD
+203.8%
-119.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.9% | +2.0% |
| 7D | +0.1% | -1.4% | +1.6% | +0.2% |
| 30D | +2.9% | -1.0% | +4.0% | +3.0% |
| 3M | -1.4% | -12.3% | +10.8% | -0.7% |
| 6M | +14.3% | -18.5% | +32.9% | +15.6% |
| YTD | -6.2% | -29.0% | +22.8% | -4.4% |
| 1Y | +1.6% | -40.7% | +42.3% | +4.6% |
| 3Y | +126.9% | -25.7% | +152.6% | +127.0% |
| 5Y | +94.0% | -3.3% | +97.2% | +83.2% |
| All | +84.8% | +203.8% | -119.0% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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