+43.3%
MA vs PDD
-17.2%
+60.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -2.7% | -4.1% | +1.4% | -2.5% |
| 30D | +1.5% | -9.6% | +11.1% | +2.1% |
| 3M | +20.4% | -4.3% | +24.7% | +20.6% |
| 6M | +11.1% | -18.8% | +29.9% | +12.3% |
| YTD | +2.0% | -27.5% | +29.5% | +3.7% |
| 1Y | -2.2% | -33.6% | +31.5% | 0.0% |
| All | +43.3% | -17.2% | +60.5% | +41.0% |
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