+207.9%
PDD vs MET
+186.4%
+21.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.2% |
| 7D | -4.1% | +1.2% | -5.2% | -4.4% |
| 30D | -9.6% | +1.4% | -11.0% | -10.1% |
| 3M | -4.3% | +17.7% | -22.0% | -9.0% |
| 6M | -18.8% | +35.0% | -53.8% | -25.9% |
| YTD | -27.5% | +26.3% | -53.8% | -32.7% |
| 1Y | -33.6% | +22.8% | -56.5% | -38.0% |
| 3Y | -20.4% | +65.9% | -86.3% | -33.3% |
| 5Y | -19.6% | +85.4% | -104.9% | -34.1% |
| All | +207.9% | +186.4% | +21.5% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling