+424.9%
MSFT vs PDD
+213.3%
+211.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | +1.7% | +5.6% | -4.0% | +1.0% |
| 30D | +0.2% | +5.8% | -5.6% | -0.5% |
| 3M | +6.4% | -8.6% | +15.0% | +7.3% |
| 6M | +28.7% | -18.8% | +47.5% | +31.3% |
| YTD | +10.4% | -26.8% | +37.2% | +13.7% |
| 1Y | +7.6% | -39.3% | +46.9% | +13.0% |
| 3Y | +52.3% | -22.5% | +74.8% | +51.5% |
| 5Y | +64.5% | -0.8% | +65.3% | +49.2% |
| All | +424.9% | +213.3% | +211.6% | +267.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling