+134.5%
MO vs PDD
-23.2%
+157.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.9% |
| 7D | -2.4% | +5.6% | -8.1% | -2.3% |
| 30D | +9.7% | +5.8% | +3.9% | +9.9% |
| 3M | +14.1% | -8.6% | +22.8% | +13.9% |
| 6M | +11.9% | -18.8% | +30.7% | +11.4% |
| YTD | +38.4% | -26.8% | +65.2% | +37.5% |
| 1Y | +41.9% | -39.3% | +81.2% | +40.6% |
| 3Y | +134.5% | -22.5% | +157.0% | +130.6% |
| All | +134.5% | -23.2% | +157.7% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling