+211.0%
PDD vs M
-19.6%
+230.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.4% |
| 7D | +5.6% | -4.3% | +9.9% | +6.2% |
| 30D | +5.8% | +1.3% | +4.5% | +5.5% |
| 3M | -8.6% | -7.4% | -1.2% | -7.8% |
| 6M | -18.8% | +18.3% | -37.2% | -21.3% |
| YTD | -26.8% | +7.6% | -34.4% | -28.2% |
| 1Y | -39.3% | +17.4% | -56.7% | -41.3% |
| 3Y | -22.5% | +108.4% | -130.9% | -33.3% |
| 5Y | -0.8% | -10.6% | +9.8% | -7.8% |
| All | +211.0% | -19.6% | +230.5% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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