+72.9%
MA vs PDD
-22.3%
+95.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.6% |
| 7D | +3.2% | +5.9% | -2.7% | +2.8% |
| 30D | +15.9% | +7.1% | +8.9% | +15.4% |
| 3M | +15.2% | -7.7% | +22.8% | +15.6% |
| 6M | +32.4% | -13.2% | +45.6% | +33.1% |
| YTD | +15.6% | -26.0% | +41.6% | +17.4% |
| 1Y | +19.3% | -38.4% | +57.7% | +22.2% |
| All | +72.9% | -22.3% | +95.3% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling