+253.0%
META vs PDD
+210.2%
+42.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +6.7% | -4.1% | +10.8% | +7.4% |
| 30D | +4.8% | -9.6% | +14.4% | +6.3% |
| 3M | -1.6% | -4.3% | +2.6% | -1.0% |
| 6M | -7.5% | -18.8% | +11.3% | -4.9% |
| YTD | -6.4% | -27.5% | +21.1% | -2.2% |
| 1Y | -17.3% | -33.6% | +16.3% | -12.6% |
| 3Y | +109.9% | -20.4% | +130.3% | +108.6% |
| 5Y | +65.4% | -19.6% | +84.9% | +49.0% |
| All | +253.0% | +210.2% | +42.8% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling