+201.5%
PDD vs MAR
+237.6%
-36.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -1.4% | +0.2% | -1.7% | -1.5% |
| 30D | -1.0% | +14.0% | -15.1% | -5.3% |
| 3M | -12.3% | +18.1% | -30.4% | -17.1% |
| 6M | -18.5% | +18.6% | -37.1% | -23.6% |
| YTD | -29.0% | +35.3% | -64.3% | -36.6% |
| 1Y | -40.7% | +44.5% | -85.2% | -48.3% |
| 3Y | -25.7% | +120.7% | -146.4% | -45.5% |
| 5Y | -3.3% | +164.1% | -167.4% | -33.6% |
| All | +201.5% | +237.6% | -36.1% | +127.0% |
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