+160.6%
MO vs PDD
+198.0%
-37.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -0.9% | +0.9% |
| 7D | +3.3% | -4.9% | +8.2% | +3.3% |
| 30D | +7.5% | -3.0% | +10.6% | +7.5% |
| 3M | +22.8% | -6.2% | +28.9% | +22.8% |
| 6M | +13.4% | -20.7% | +34.1% | +13.3% |
| YTD | +43.0% | -30.4% | +73.3% | +43.0% |
| 1Y | +45.2% | -41.3% | +86.5% | +45.2% |
| 3Y | +145.5% | -27.7% | +173.2% | +145.2% |
| 5Y | +157.1% | -16.9% | +173.9% | +156.4% |
| All | +160.6% | +198.0% | -37.4% | +164.8% |
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