+49.9%
MSTR vs PDD
-1.2%
+51.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -1.2% | +5.6% | -6.8% | -3.2% |
| 30D | -15.9% | +5.8% | -21.7% | -17.7% |
| 3M | +33.1% | -8.6% | +41.7% | +36.8% |
| 6M | -31.0% | -18.8% | -12.1% | -26.5% |
| YTD | -15.1% | -26.8% | +11.6% | -6.5% |
| 1Y | -45.6% | -39.3% | -6.4% | -36.3% |
| 3Y | +180.5% | -22.5% | +203.0% | +179.3% |
| All | +49.9% | -1.2% | +51.1% | +21.9% |
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