-18.7%
PDD vs MAGS
+128.5%
-147.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.3% |
| 7D | -4.1% | +0.5% | -4.6% | -4.3% |
| 30D | -9.6% | +1.5% | -11.1% | -10.3% |
| 3M | -4.3% | +0.5% | -4.7% | -4.7% |
| 6M | -18.8% | +11.6% | -30.3% | -23.0% |
| YTD | -27.5% | +5.3% | -32.8% | -29.5% |
| 1Y | -33.6% | +14.9% | -48.5% | -37.7% |
| All | -18.7% | +128.5% | -147.1% | -43.2% |
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 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