+207.7%
PDD vs MAS
+163.0%
+44.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.2% | +0.6% |
| 7D | +6.0% | +14.2% | -8.1% | +1.6% |
| 30D | +5.5% | +26.8% | -21.4% | -2.4% |
| 3M | -9.8% | +13.1% | -22.9% | -13.5% |
| 6M | -16.0% | +27.9% | -43.9% | -23.7% |
| YTD | -27.6% | +38.7% | -66.2% | -36.7% |
| 1Y | -38.6% | +40.4% | -79.0% | -46.7% |
| 3Y | -22.8% | +66.1% | -88.9% | -39.4% |
| 5Y | -5.2% | +47.4% | -52.6% | -23.8% |
| All | +207.7% | +163.0% | +44.7% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling