+389.9%
MS vs PDD
+210.0%
+179.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.8% | +4.0% |
| 7D | +2.6% | +6.0% | -3.4% | +2.1% |
| 30D | +2.6% | +5.5% | -2.8% | +2.1% |
| 3M | -10.1% | -9.8% | -0.3% | -9.3% |
| 6M | +4.4% | -16.0% | +20.4% | +5.7% |
| YTD | +11.7% | -27.6% | +39.3% | +14.6% |
| 1Y | +20.9% | -38.6% | +59.6% | +25.8% |
| 3Y | +177.1% | -22.8% | +199.9% | +176.4% |
| 5Y | +127.7% | -5.2% | +133.0% | +109.3% |
| All | +389.9% | +210.0% | +179.9% | +265.2% |
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 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