+122.4%
MO vs PDD
+200.9%
-78.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -1.0% |
| 7D | -2.0% | -4.1% | +2.1% | -2.0% |
| 30D | -0.3% | -13.1% | +12.8% | -0.3% |
| 3M | -2.9% | -3.5% | +0.5% | -2.9% |
| 6M | +5.8% | -21.8% | +27.6% | +5.8% |
| YTD | +22.0% | -29.7% | +51.7% | +22.0% |
| 1Y | +10.7% | -36.2% | +46.9% | +10.7% |
| 3Y | +94.4% | -16.4% | +110.7% | +94.0% |
| 5Y | +97.2% | -23.8% | +121.0% | +96.6% |
| All | +122.4% | +200.9% | -78.6% | +125.9% |
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