+81.5%
WFC vs PDD
+213.3%
-131.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | +1.2% | +5.6% | -4.4% | +0.9% |
| 30D | +5.2% | +5.8% | -0.6% | +4.8% |
| 3M | -3.0% | -8.6% | +5.6% | -2.6% |
| 6M | +6.2% | -18.8% | +25.0% | +7.4% |
| YTD | -7.9% | -26.8% | +18.9% | -6.3% |
| 1Y | +0.3% | -39.3% | +39.6% | +3.1% |
| 3Y | +117.7% | -22.5% | +140.2% | +117.3% |
| 5Y | +88.4% | -0.8% | +89.1% | +77.7% |
| All | +81.5% | +213.3% | -131.9% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling