-37.6%
PDD vs MGY
+21.4%
-59.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -4.6% | +1.8% | -6.4% | -4.4% |
| 30D | -14.0% | +6.5% | -20.5% | -13.4% |
| 3M | -4.9% | +0.3% | -5.2% | -4.9% |
| 6M | -25.8% | -2.4% | -23.4% | -27.0% |
| YTD | -31.4% | +29.0% | -60.3% | -34.7% |
| 1Y | -37.6% | +17.0% | -54.6% | -38.9% |
| All | -37.6% | +21.4% | -59.0% | -38.9% |
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