+394.3%
MSFT vs PDD
+210.2%
+184.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.8% | -2.1% |
| 7D | -2.7% | -4.1% | +1.4% | -2.3% |
| 30D | +2.7% | -9.6% | +12.3% | +3.8% |
| 3M | +17.0% | -4.3% | +21.2% | +17.4% |
| 6M | +23.8% | -18.8% | +42.6% | +26.3% |
| YTD | +4.0% | -27.5% | +31.5% | +7.3% |
| 1Y | -0.8% | -33.6% | +32.8% | +3.2% |
| 3Y | +55.6% | -20.4% | +76.0% | +54.2% |
| 5Y | +72.9% | -19.6% | +92.5% | +60.4% |
| All | +394.3% | +210.2% | +184.1% | +246.7% |
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 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