+191.5%
PDD vs MGY
+143.8%
+47.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.6% | +1.8% | -6.4% | -4.9% |
| 30D | -14.0% | +6.5% | -20.5% | -14.9% |
| 3M | -4.9% | +0.3% | -5.2% | -5.2% |
| 6M | -25.8% | -2.4% | -23.4% | -26.1% |
| YTD | -31.4% | +29.0% | -60.3% | -34.9% |
| 1Y | -37.6% | +17.0% | -54.6% | -39.9% |
| 3Y | -18.4% | +26.2% | -44.5% | -23.7% |
| 5Y | -25.0% | +92.3% | -117.3% | -34.5% |
| All | +191.5% | +143.8% | +47.8% | +191.1% |
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