-18.4%
PDD vs MKSI
+40.0%
-58.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.3% |
| 7D | -7.6% | +25.3% | -32.9% | -13.8% |
| 30D | -5.4% | -10.5% | +5.1% | -3.4% |
| 3M | -12.9% | -27.7% | +14.8% | -6.0% |
| 6M | -19.0% | -28.8% | +9.8% | -15.9% |
| YTD | -31.6% | +39.0% | -70.6% | -45.7% |
| 1Y | -43.0% | +45.2% | -88.2% | -55.7% |
| 3Y | -28.9% | +218.8% | -247.7% | -67.9% |
| 5Y | -18.4% | +38.1% | -56.5% | -32.9% |
| All | -18.4% | +40.0% | -58.4% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling