+260.8%
META vs PDD
+210.0%
+50.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.0% | +1.1% |
| 7D | +2.9% | +6.0% | -3.2% | +1.9% |
| 30D | -15.1% | +5.5% | -20.5% | -15.8% |
| 3M | +7.2% | -9.8% | +17.0% | +8.7% |
| 6M | +3.4% | -16.0% | +19.4% | +5.6% |
| YTD | -4.3% | -27.6% | +23.2% | -0.1% |
| 1Y | +0.8% | -38.6% | +39.4% | +7.7% |
| 3Y | +102.2% | -22.8% | +125.0% | +101.8% |
| 5Y | +89.4% | -5.2% | +94.6% | +67.4% |
| All | +260.8% | +210.0% | +50.8% | +157.8% |
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 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