+12.8%
PDD vs MAGS
+186.6%
-173.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -4.1% | +1.2% | -5.3% | -4.7% |
| 30D | -13.1% | -0.1% | -13.0% | -13.1% |
| 3M | -3.5% | +3.8% | -7.3% | -5.5% |
| 6M | -21.8% | +13.2% | -35.0% | -26.9% |
| YTD | -29.7% | +4.7% | -34.4% | -31.7% |
| 1Y | -36.2% | +14.4% | -50.6% | -40.6% |
| 3Y | -16.4% | +128.6% | -144.9% | -51.6% |
| All | +12.8% | +186.6% | -173.9% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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