+207.9%
PDD vs MGY
+135.8%
+72.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -4.1% | +2.1% | -6.2% | -4.4% |
| 30D | -9.6% | +13.8% | -23.4% | -11.4% |
| 3M | -4.3% | -4.3% | 0.0% | -4.0% |
| 6M | -18.8% | -5.1% | -13.7% | -18.8% |
| YTD | -27.5% | +24.8% | -52.3% | -30.9% |
| 1Y | -33.6% | +11.8% | -45.4% | -35.7% |
| 3Y | -20.4% | +23.5% | -43.9% | -25.4% |
| 5Y | -19.6% | +87.5% | -107.1% | -29.5% |
| All | +207.9% | +135.8% | +72.1% | +209.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling