+191.5%
PDD vs MKTX
-12.2%
+203.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.6% | -0.2% | -4.5% | -4.6% |
| 30D | -14.0% | +0.8% | -14.8% | -14.2% |
| 3M | -4.9% | +41.1% | -46.0% | -15.9% |
| 6M | -25.8% | -9.5% | -16.2% | -24.3% |
| YTD | -31.4% | -8.7% | -22.7% | -30.4% |
| 1Y | -37.6% | -10.0% | -27.6% | -36.7% |
| 3Y | -18.4% | -24.6% | +6.3% | -16.7% |
| 5Y | -25.0% | -60.3% | +35.3% | -3.2% |
| All | +191.5% | -12.2% | +203.7% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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