-19.3%
PDD vs MGY
+25.3%
-44.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.5% |
| 7D | -4.4% | +1.5% | -5.9% | -4.5% |
| 30D | -15.5% | +6.8% | -22.3% | -15.9% |
| 3M | -4.1% | +2.6% | -6.7% | -4.3% |
| 6M | -23.4% | -3.1% | -20.3% | -23.7% |
| YTD | -30.7% | +29.4% | -60.1% | -33.8% |
| 1Y | -37.6% | +22.3% | -59.9% | -40.0% |
| All | -19.3% | +25.3% | -44.6% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling