-27.7%
PDD vs MAR
+120.6%
-148.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | -4.9% | +1.6% | -6.5% | -5.2% |
| 30D | -3.0% | +13.8% | -16.9% | -5.7% |
| 3M | -6.2% | +20.3% | -26.5% | -9.8% |
| 6M | -20.7% | +21.3% | -42.0% | -24.4% |
| YTD | -30.4% | +37.2% | -67.6% | -35.6% |
| 1Y | -41.3% | +48.4% | -89.7% | -46.7% |
| 3Y | -27.7% | +120.1% | -147.8% | -30.2% |
| All | -27.7% | +120.6% | -148.4% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling