+120.4%
MSTR vs PDD
-22.7%
+143.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +12.2% | -4.1% | +16.2% | +13.7% |
| 30D | +45.2% | -9.6% | +54.8% | +49.9% |
| 3M | +10.4% | -4.3% | +14.7% | +11.7% |
| 6M | -2.5% | -18.8% | +16.3% | +4.1% |
| YTD | -6.0% | -27.5% | +21.5% | +4.1% |
| 1Y | -56.4% | -33.6% | -22.8% | -50.3% |
| 3Y | +306.3% | -20.4% | +326.7% | +299.9% |
| All | +120.4% | -22.7% | +143.0% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling