+430.1%
MSFT vs PDD
+216.8%
+213.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -3.8% |
| 7D | +1.1% | +5.9% | -4.8% | +0.4% |
| 30D | +1.3% | +7.1% | -5.8% | +0.5% |
| 3M | +10.2% | -7.7% | +17.8% | +11.0% |
| 6M | +30.8% | -13.2% | +44.0% | +32.4% |
| YTD | +11.5% | -26.0% | +37.5% | +14.7% |
| 1Y | +6.5% | -38.4% | +45.0% | +11.7% |
| 3Y | +55.5% | -21.1% | +76.6% | +54.3% |
| 5Y | +66.2% | +0.3% | +65.8% | +50.5% |
| All | +430.1% | +216.8% | +213.4% | +270.8% |
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