+151.3%
MO vs PDD
+203.8%
-52.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.4% |
| 7D | -1.8% | -1.4% | -0.3% | -1.8% |
| 30D | +5.8% | -1.0% | +6.8% | +5.8% |
| 3M | +12.7% | -12.3% | +25.0% | +12.7% |
| 6M | +14.8% | -18.5% | +33.3% | +14.7% |
| YTD | +37.8% | -29.0% | +66.9% | +37.8% |
| 1Y | +39.5% | -40.7% | +80.2% | +39.5% |
| 3Y | +136.1% | -25.7% | +161.7% | +135.7% |
| 5Y | +148.5% | -3.3% | +151.8% | +147.9% |
| All | +151.3% | +203.8% | -52.5% | +155.3% |
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