+124.7%
MO vs PDD
+210.2%
-85.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +0.3% | -4.1% | +4.4% | +0.3% |
| 30D | +0.6% | -9.6% | +10.2% | +0.6% |
| 3M | -1.0% | -4.3% | +3.3% | -1.0% |
| 6M | +4.3% | -18.8% | +23.1% | +4.3% |
| YTD | +23.3% | -27.5% | +50.8% | +23.3% |
| 1Y | +10.5% | -33.6% | +44.1% | +10.5% |
| 3Y | +96.3% | -20.4% | +116.7% | +95.9% |
| 5Y | +98.9% | -19.6% | +118.5% | +98.3% |
| All | +124.7% | +210.2% | -85.5% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling