+114.0%
MS vs PDD
-3.5%
+117.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.2% | -8.1% | -6.2% |
| 7D | -3.4% | +5.9% | -9.3% | -3.9% |
| 30D | -3.9% | +7.1% | -11.0% | -4.6% |
| 3M | -15.9% | -7.7% | -8.2% | -15.4% |
| 6M | -2.5% | -13.2% | +10.8% | -1.5% |
| YTD | +5.1% | -26.0% | +31.1% | +7.8% |
| 1Y | +13.0% | -38.4% | +51.4% | +17.8% |
| 3Y | +160.7% | -21.1% | +181.8% | +159.1% |
| 5Y | +114.0% | +0.3% | +113.7% | +93.0% |
| All | +114.0% | -3.5% | +117.5% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling