-13.3%
PDD vs LUNR
+51.5%
-64.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -1.0% |
| 7D | -4.6% | -0.5% | -4.1% | -4.6% |
| 30D | -14.0% | -11.3% | -2.7% | -13.9% |
| 3M | -4.9% | -44.9% | +40.0% | -4.6% |
| 6M | -25.8% | -17.3% | -8.5% | -25.9% |
| YTD | -31.4% | -9.9% | -21.4% | -31.6% |
| 1Y | -37.6% | +76.1% | -113.7% | -38.0% |
| 3Y | -18.4% | +240.0% | -258.4% | -18.8% |
| All | -13.3% | +51.5% | -64.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 10y: compounded portfolio wealth divided by compounded LUNR 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…
10y analysis · Full analysis span regression · 6 months rolling