+201.5%
PDD vs MET
+200.0%
+1.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -4.0% |
| 7D | -1.4% | +1.3% | -2.8% | -1.9% |
| 30D | -1.0% | +4.0% | -5.1% | -2.3% |
| 3M | -12.3% | +4.6% | -16.9% | -13.7% |
| 6M | -18.5% | +32.8% | -51.3% | -25.4% |
| YTD | -29.0% | +32.3% | -61.3% | -35.1% |
| 1Y | -40.7% | +37.1% | -77.9% | -46.4% |
| 3Y | -25.7% | +86.8% | -112.5% | -40.0% |
| 5Y | -3.3% | +87.4% | -90.7% | -21.5% |
| All | +201.5% | +200.0% | +1.5% | +117.7% |
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