+45.4%
MSFT vs PDD
-28.8%
+74.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -6.2% | -3.8% | -2.4% | -5.9% |
| 30D | -3.7% | -2.4% | -1.3% | -3.5% |
| 3M | +3.6% | -12.7% | +16.3% | +4.8% |
| 6M | +26.8% | -20.0% | +46.8% | +28.7% |
| YTD | +8.4% | -30.3% | +38.8% | +11.1% |
| 1Y | +3.3% | -42.4% | +45.7% | +7.2% |
| All | +45.4% | -28.8% | +74.2% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling