+161.8%
MS vs PDD
-22.3%
+184.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.2% | -8.1% | -6.1% |
| 7D | -3.4% | +5.9% | -9.3% | -3.9% |
| 30D | -3.9% | +7.1% | -11.0% | -4.5% |
| 3M | -15.9% | -7.7% | -8.2% | -15.4% |
| 6M | -2.5% | -13.2% | +10.8% | -1.4% |
| YTD | +5.1% | -26.0% | +31.1% | +7.7% |
| 1Y | +13.0% | -38.4% | +51.4% | +17.2% |
| All | +161.8% | -22.3% | +184.2% | +169.2% |
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 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