+195.8%
PDD vs MKSI
+155.1%
+40.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.8% |
| 7D | -4.9% | +12.2% | -17.0% | -9.0% |
| 30D | -3.0% | -8.0% | +5.0% | -1.7% |
| 3M | -6.2% | -29.5% | +23.3% | +3.4% |
| 6M | -20.7% | -31.9% | +11.2% | -15.8% |
| YTD | -30.4% | +35.3% | -65.7% | -45.3% |
| 1Y | -41.3% | +50.3% | -91.5% | -56.0% |
| 3Y | -27.7% | +216.4% | -244.1% | -67.2% |
| 5Y | -16.9% | +34.4% | -51.3% | -42.4% |
| All | +195.8% | +155.1% | +40.7% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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