+22.5%
MA vs PDD
-38.2%
+60.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.5% | +1.5% | +3.6% |
| 7D | +10.2% | +6.0% | +4.2% | +9.4% |
| 30D | +19.3% | +5.5% | +13.9% | +18.5% |
| 3M | +18.0% | -9.8% | +27.7% | +18.8% |
| 6M | +33.7% | -16.0% | +49.7% | +34.9% |
| YTD | +18.6% | -27.6% | +46.1% | +23.8% |
| 1Y | +22.5% | -38.6% | +61.1% | +31.5% |
| All | +22.5% | -38.2% | +60.7% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling