-23.7%
PDD vs MET
+85.3%
-109.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.4% |
| 7D | -4.1% | +1.2% | -5.2% | -4.6% |
| 30D | -9.6% | +1.4% | -11.0% | -10.4% |
| 3M | -4.3% | +17.7% | -22.0% | -11.8% |
| 6M | -18.8% | +35.0% | -53.8% | -30.0% |
| YTD | -27.5% | +26.3% | -53.8% | -35.7% |
| 1Y | -33.6% | +22.8% | -56.5% | -40.6% |
| 3Y | -20.4% | +65.9% | -86.3% | -43.8% |
| All | -23.7% | +85.3% | -109.0% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling