+195.8%
PDD vs MGY
+117.7%
+78.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | -4.9% | +4.5% | -9.4% | -5.5% |
| 30D | -3.0% | -0.4% | -2.6% | -3.2% |
| 3M | -6.2% | -4.3% | -1.8% | -5.9% |
| 6M | -20.7% | -12.9% | -7.9% | -19.6% |
| YTD | -30.4% | +15.2% | -45.5% | -33.0% |
| 1Y | -41.3% | +10.3% | -51.6% | -43.2% |
| 3Y | -27.7% | +23.6% | -51.3% | -32.5% |
| 5Y | -16.9% | +35.7% | -52.6% | -24.2% |
| All | +195.8% | +117.7% | +78.1% | +199.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling