+145.1%
MS vs PDD
-22.7%
+167.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +1.4% | -4.1% | +5.4% | +1.8% |
| 30D | -0.3% | -9.6% | +9.3% | +0.7% |
| 3M | +0.3% | -4.3% | +4.6% | +0.6% |
| 6M | +31.3% | -18.8% | +50.1% | +33.6% |
| YTD | +24.7% | -27.5% | +52.2% | +28.3% |
| 1Y | +47.9% | -33.6% | +81.5% | +53.4% |
| 3Y | +178.3% | -20.4% | +198.7% | +176.2% |
| All | +145.1% | -22.7% | +167.7% | +140.4% |
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