-23.7%
PDD vs MAR
+165.1%
-188.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | -4.2% | +0.1% | -2.2% |
| 30D | -9.6% | -6.7% | -2.9% | -6.7% |
| 3M | -4.3% | -12.5% | +8.2% | +1.3% |
| 6M | -18.8% | +0.6% | -19.3% | -20.2% |
| YTD | -27.5% | +9.1% | -36.6% | -31.9% |
| 1Y | -33.6% | +26.2% | -59.8% | -42.6% |
| 3Y | -20.4% | +68.2% | -88.6% | -44.9% |
| All | -23.7% | +165.1% | -188.8% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling