+232.9%
MA vs PDD
+199.6%
+33.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.6% |
| 7D | +1.8% | -1.0% | +2.8% | +1.9% |
| 30D | +11.8% | -2.4% | +14.2% | +12.1% |
| 3M | +17.2% | -14.6% | +31.8% | +18.9% |
| 6M | +33.4% | -19.6% | +53.0% | +35.9% |
| YTD | +16.1% | -30.0% | +46.1% | +19.7% |
| 1Y | +19.9% | -42.5% | +62.4% | +25.9% |
| 3Y | +70.1% | -27.2% | +97.3% | +70.0% |
| 5Y | +89.6% | -8.2% | +97.9% | +74.4% |
| All | +232.9% | +199.6% | +33.3% | +133.3% |
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 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