+129.3%
WFC vs PDD
-22.7%
+152.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +3.8% | -4.1% | +7.8% | +4.2% |
| 30D | +1.5% | -9.6% | +11.1% | +2.3% |
| 3M | +10.9% | -4.3% | +15.1% | +11.1% |
| 6M | +8.4% | -18.8% | +27.2% | +10.1% |
| YTD | -1.9% | -27.5% | +25.6% | +0.6% |
| 1Y | +12.3% | -33.6% | +46.0% | +15.9% |
| 3Y | +132.3% | -20.4% | +152.7% | +130.4% |
| All | +129.3% | -22.7% | +152.0% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling