-27.7%
PDD vs MAGS
+122.1%
-149.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | -4.9% | +1.7% | -6.6% | -5.6% |
| 30D | -3.0% | -5.8% | +2.7% | -0.9% |
| 3M | -6.2% | +0.2% | -6.4% | -6.7% |
| 6M | -20.7% | -2.7% | -18.1% | -20.4% |
| YTD | -30.4% | +4.1% | -34.4% | -32.2% |
| 1Y | -41.3% | +7.5% | -48.8% | -43.6% |
| 3Y | -27.7% | +122.0% | -149.7% | -46.3% |
| All | -27.7% | +122.1% | -149.8% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling