+246.6%
META vs PDD
+216.8%
+29.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.1% | -4.3% |
| 7D | -3.1% | +5.9% | -9.0% | -4.0% |
| 30D | -18.1% | +7.1% | -25.2% | -19.0% |
| 3M | +2.9% | -7.7% | +10.5% | +3.9% |
| 6M | +0.2% | -13.2% | +13.4% | +1.8% |
| YTD | -8.1% | -26.0% | +17.9% | -4.4% |
| 1Y | -4.5% | -38.4% | +33.9% | +2.0% |
| 3Y | +94.2% | -21.1% | +115.3% | +93.2% |
| 5Y | +79.1% | +0.3% | +78.7% | +57.1% |
| All | +246.6% | +216.8% | +29.8% | +146.8% |
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