+198.7%
PDD vs MAR
+166.1%
+32.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.2% |
| 7D | -4.1% | -1.7% | -2.4% | -3.5% |
| 30D | -13.1% | -6.9% | -6.2% | -11.0% |
| 3M | -3.5% | -15.8% | +12.4% | +1.9% |
| 6M | -21.8% | +1.9% | -23.7% | -22.9% |
| YTD | -29.7% | +6.6% | -36.3% | -31.9% |
| 1Y | -36.2% | +23.7% | -59.9% | -41.6% |
| 3Y | -16.4% | +64.6% | -80.9% | -32.2% |
| 5Y | -23.8% | +156.4% | -180.2% | -46.2% |
| All | +198.7% | +166.1% | +32.6% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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