+197.4%
PDD vs MAR
+246.6%
-49.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.0% | -2.2% |
| 7D | -1.0% | +2.9% | -3.8% | -1.9% |
| 30D | -2.4% | +17.0% | -19.4% | -7.5% |
| 3M | -14.6% | +23.2% | -37.8% | -20.4% |
| 6M | -19.6% | +21.7% | -41.4% | -25.3% |
| YTD | -30.0% | +38.9% | -68.8% | -38.0% |
| 1Y | -42.5% | +48.7% | -91.2% | -50.4% |
| 3Y | -27.2% | +122.9% | -150.1% | -46.7% |
| 5Y | -8.2% | +177.5% | -185.7% | -37.8% |
| All | +197.4% | +246.6% | -49.2% | +121.9% |
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