+6.2%
MSFT vs PDD
-42.4%
+48.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | +2.3% | -1.0% | +3.3% | +2.5% |
| 30D | -0.4% | -2.4% | +2.0% | 0.0% |
| 3M | +5.6% | -14.6% | +20.2% | +8.9% |
| 6M | +29.0% | -19.6% | +48.6% | +31.6% |
| YTD | +10.9% | -30.0% | +40.9% | +16.3% |
| 1Y | +6.2% | -42.5% | +48.8% | +19.7% |
| All | +6.2% | -42.4% | +48.6% | +19.7% |
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