+10.5%
MO vs PDD
-33.4%
+43.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.8% |
| 7D | +0.3% | -4.1% | +4.4% | 0.0% |
| 30D | +0.6% | -9.6% | +10.2% | -0.2% |
| 3M | -1.0% | -4.3% | +3.3% | -1.2% |
| 6M | +4.3% | -18.8% | +23.1% | +2.7% |
| YTD | +23.3% | -27.5% | +50.8% | +19.0% |
| 1Y | +10.5% | -33.6% | +44.1% | +5.4% |
| All | +10.5% | -33.4% | +43.9% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling