+358.3%
MS vs PDD
+213.3%
+144.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.5% |
| 7D | -1.6% | +5.6% | -7.2% | -2.0% |
| 30D | -3.8% | +5.8% | -9.5% | -4.3% |
| 3M | -14.6% | -8.6% | -6.0% | -14.0% |
| 6M | -5.1% | -18.8% | +13.8% | -3.6% |
| YTD | +4.5% | -26.8% | +31.3% | +7.1% |
| 1Y | +13.5% | -39.3% | +52.8% | +18.2% |
| 3Y | +160.4% | -22.5% | +182.9% | +159.6% |
| 5Y | +112.9% | -0.8% | +113.6% | +94.8% |
| All | +358.3% | +213.3% | +144.9% | +241.2% |
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