+311.6%
WMT vs PDD
+210.2%
+101.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +3.9% | -4.1% | +8.0% | +4.0% |
| 30D | -4.4% | -9.6% | +5.2% | -4.2% |
| 3M | -8.8% | -4.3% | -4.5% | -8.7% |
| 6M | -15.6% | -18.8% | +3.1% | -15.4% |
| YTD | -3.2% | -27.5% | +24.3% | -2.7% |
| 1Y | +7.0% | -33.6% | +40.7% | +7.8% |
| 3Y | +105.3% | -20.4% | +125.7% | +104.7% |
| 5Y | +129.3% | -19.6% | +148.8% | +127.7% |
| All | +311.6% | +210.2% | +101.4% | +311.2% |
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