+214.4%
PDD vs MAS
+153.9%
+60.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +3.3% |
| 7D | +5.9% | +4.6% | +1.3% | +4.3% |
| 30D | +7.1% | +19.9% | -12.8% | +0.8% |
| 3M | -7.7% | +8.9% | -16.6% | -10.5% |
| 6M | -13.2% | +20.2% | -33.4% | -19.5% |
| YTD | -26.0% | +33.9% | -59.8% | -34.6% |
| 1Y | -38.4% | +34.7% | -73.1% | -45.8% |
| 3Y | -21.1% | +60.4% | -81.5% | -37.4% |
| 5Y | +0.3% | +43.5% | -43.1% | -18.7% |
| All | +214.4% | +153.9% | +60.5% | +65.3% |
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