+9.0%
MSFT vs PDD
-38.2%
+47.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.5% | +4.2% | +6.2% |
| 7D | +4.7% | +6.0% | -1.4% | +3.4% |
| 30D | +5.8% | +5.5% | +0.4% | +4.7% |
| 3M | +13.0% | -9.8% | +22.7% | +15.3% |
| 6M | +34.9% | -16.0% | +50.9% | +36.6% |
| YTD | +15.7% | -27.6% | +43.2% | +20.4% |
| 1Y | +9.0% | -38.6% | +47.6% | +19.1% |
| All | +9.0% | -38.2% | +47.1% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling