-36.2%
PDD vs MAR
+25.0%
-61.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.7% |
| 7D | -4.1% | -1.7% | -2.4% | -3.9% |
| 30D | -13.1% | -6.9% | -6.2% | -12.4% |
| 3M | -3.5% | -15.8% | +12.4% | -1.6% |
| 6M | -21.8% | +1.9% | -23.7% | -23.1% |
| YTD | -29.7% | +6.6% | -36.3% | -31.0% |
| 1Y | -36.2% | +23.7% | -59.9% | -37.5% |
| All | -36.2% | +25.0% | -61.3% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling