-27.2%
PDD vs LUNR
+291.1%
-318.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.3% |
| 7D | -1.0% | +12.7% | -13.7% | -1.1% |
| 30D | -2.4% | -10.5% | +8.1% | -2.3% |
| 3M | -14.6% | -25.2% | +10.5% | -14.4% |
| 6M | -19.6% | -59.2% | +39.6% | -19.0% |
| YTD | -30.0% | -27.2% | -2.7% | -30.6% |
| 1Y | -42.5% | +19.7% | -62.2% | -43.6% |
| 3Y | -27.2% | +314.4% | -341.6% | -19.1% |
| All | -27.2% | +291.1% | -318.2% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling