-38.6%
PDD vs MGY
+8.9%
-47.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.2% | +7.7% | +1.4% |
| 7D | +6.0% | -12.1% | +18.2% | +3.4% |
| 30D | +5.5% | -2.6% | +8.1% | +4.8% |
| 3M | -9.8% | -4.2% | -5.5% | -10.1% |
| 6M | -16.0% | -23.9% | +7.9% | -20.6% |
| YTD | -27.6% | +8.8% | -36.4% | -29.7% |
| 1Y | -38.6% | +9.5% | -48.1% | -40.2% |
| All | -38.6% | +8.9% | -47.5% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling