+17.4%
PDD vs MAGS
+180.2%
-162.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.6% |
| 7D | +5.6% | -1.4% | +7.0% | +6.1% |
| 30D | +5.8% | -8.4% | +14.1% | +10.0% |
| 3M | -8.6% | -1.5% | -7.1% | -8.4% |
| 6M | -18.8% | -1.4% | -17.5% | -19.1% |
| YTD | -26.8% | +2.4% | -29.2% | -28.4% |
| 1Y | -39.3% | +3.5% | -42.8% | -41.0% |
| 3Y | -22.5% | +125.3% | -147.8% | -55.3% |
| All | +17.4% | +180.2% | -162.8% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling