+9.5%
MO vs PDD
-37.1%
+46.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.5% |
| 7D | -2.4% | -4.4% | +2.0% | -2.8% |
| 30D | +3.6% | -15.5% | +19.1% | +2.1% |
| 3M | -3.7% | -4.1% | +0.3% | -3.9% |
| 6M | +4.5% | -23.4% | +27.9% | +2.2% |
| YTD | +21.5% | -30.7% | +52.2% | +16.9% |
| 1Y | +9.5% | -37.6% | +47.2% | +4.6% |
| All | +9.5% | -37.1% | +46.6% | +4.6% |
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