+86.8%
WFC vs PDD
-1.2%
+88.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +1.2% | +5.6% | -4.4% | +0.8% |
| 30D | +5.2% | +5.8% | -0.6% | +4.7% |
| 3M | -3.0% | -8.6% | +5.6% | -2.4% |
| 6M | +6.2% | -18.8% | +25.0% | +7.8% |
| YTD | -7.9% | -26.8% | +18.9% | -5.8% |
| 1Y | +0.3% | -39.3% | +39.6% | +4.1% |
| 3Y | +117.7% | -22.5% | +140.2% | +116.6% |
| All | +86.8% | -1.2% | +88.0% | +85.3% |
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