+229.8%
MA vs PDD
+213.3%
+16.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +2.3% | +5.6% | -3.3% | +1.8% |
| 30D | +14.7% | +5.8% | +8.9% | +14.0% |
| 3M | +13.5% | -8.6% | +22.1% | +14.4% |
| 6M | +33.1% | -18.8% | +52.0% | +35.4% |
| YTD | +15.1% | -26.8% | +41.8% | +18.1% |
| 1Y | +18.7% | -39.3% | +58.0% | +24.0% |
| 3Y | +72.1% | -22.5% | +94.6% | +71.0% |
| 5Y | +92.8% | -0.8% | +93.6% | +75.9% |
| All | +229.8% | +213.3% | +16.5% | +130.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling