-29.0%
PDD vs MET
+84.2%
-113.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.7% |
| 7D | -7.6% | +2.1% | -9.8% | -8.1% |
| 30D | -5.4% | +1.8% | -7.2% | -5.8% |
| 3M | -12.9% | +6.0% | -18.9% | -14.2% |
| 6M | -19.0% | +31.1% | -50.1% | -24.3% |
| YTD | -31.6% | +32.6% | -64.2% | -36.4% |
| 1Y | -43.0% | +30.5% | -73.5% | -46.9% |
| All | -29.0% | +84.2% | -113.2% | -36.6% |
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