+207.9%
PDD vs MAS
+120.2%
+87.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.1% |
| 7D | -4.1% | -0.8% | -3.3% | -3.8% |
| 30D | -9.6% | -5.6% | -4.0% | -8.0% |
| 3M | -4.3% | +4.4% | -8.7% | -6.7% |
| 6M | -18.8% | +7.2% | -26.0% | -22.1% |
| YTD | -27.5% | +16.1% | -43.6% | -32.8% |
| 1Y | -33.6% | +0.1% | -33.7% | -35.3% |
| 3Y | -20.4% | +28.3% | -48.7% | -31.7% |
| 5Y | -19.6% | +30.5% | -50.0% | -32.8% |
| All | +207.9% | +120.2% | +87.7% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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