+201.5%
PDD vs M
-13.0%
+214.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.1% | -11.1% | -4.2% |
| 7D | -1.4% | +2.5% | -4.0% | -2.0% |
| 30D | -1.0% | +10.1% | -11.1% | -2.6% |
| 3M | -12.3% | -0.9% | -11.3% | -12.4% |
| 6M | -18.5% | +30.2% | -48.7% | -22.1% |
| YTD | -29.0% | +16.3% | -45.3% | -31.2% |
| 1Y | -40.7% | +27.0% | -67.7% | -43.4% |
| 3Y | -25.7% | +154.5% | -180.2% | -37.9% |
| 5Y | -3.3% | -1.1% | -2.2% | -11.3% |
| All | +201.5% | -13.0% | +214.5% | +243.7% |
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