+198.7%
PDD vs MET
+180.2%
+18.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.4% |
| 7D | -4.1% | +1.1% | -5.3% | -4.5% |
| 30D | -13.1% | -2.3% | -10.8% | -12.6% |
| 3M | -3.5% | +13.9% | -17.4% | -7.4% |
| 6M | -21.8% | +34.8% | -56.6% | -28.6% |
| YTD | -29.7% | +23.5% | -53.2% | -34.3% |
| 1Y | -36.2% | +23.4% | -59.6% | -40.5% |
| 3Y | -16.4% | +64.9% | -81.2% | -29.8% |
| 5Y | -23.8% | +82.0% | -105.9% | -37.2% |
| All | +198.7% | +180.2% | +18.5% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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