-22.5%
PDD vs MET
+75.0%
-97.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | +5.6% | -1.2% | +6.8% | +5.9% |
| 30D | +5.8% | +3.2% | +2.6% | +4.9% |
| 3M | -8.6% | -1.1% | -7.5% | -8.5% |
| 6M | -18.8% | +25.0% | -43.9% | -23.3% |
| YTD | -26.8% | +27.9% | -54.6% | -31.4% |
| 1Y | -39.3% | +32.9% | -72.2% | -43.6% |
| 3Y | -22.5% | +78.8% | -101.3% | -29.5% |
| All | -22.5% | +75.0% | -97.5% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling