-19.3%
PDD vs MKTX
-25.1%
+5.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.4% | +0.3% | -4.7% | -4.4% |
| 30D | -15.5% | +1.0% | -16.4% | -15.5% |
| 3M | -4.1% | +40.8% | -44.9% | -5.5% |
| 6M | -23.4% | -10.9% | -12.5% | -23.0% |
| YTD | -30.7% | -8.6% | -22.1% | -30.4% |
| 1Y | -37.6% | -11.6% | -26.1% | -37.2% |
| All | -19.3% | -25.1% | +5.9% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling