+102.0%
META vs PDD
-27.2%
+129.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.0% | +8.2% | +5.6% |
| 7D | +5.7% | -1.4% | +7.2% | +5.9% |
| 30D | -10.8% | -1.0% | -9.7% | -10.7% |
| 3M | +8.4% | -12.3% | +20.7% | +10.3% |
| 6M | +5.4% | -18.5% | +23.9% | +7.9% |
| YTD | -2.6% | -29.0% | +26.4% | +1.6% |
| 1Y | +3.5% | -40.7% | +44.2% | +10.6% |
| 3Y | +102.0% | -25.7% | +127.7% | +106.7% |
| All | +102.0% | -27.2% | +129.2% | +106.7% |
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